-99.9%
DFNS vs TRV
+140.3%
-240.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -5.0% | -4.0% |
| 7D | +4.6% | +0.2% | +4.5% | +4.6% |
| 30D | -73.9% | -2.3% | -71.5% | -74.4% |
| 3M | -71.7% | +22.7% | -94.4% | -56.9% |
| 6M | -94.6% | +21.9% | -116.5% | -91.9% |
| YTD | -98.1% | +27.5% | -125.5% | -96.9% |
| 1Y | -98.3% | +36.2% | -134.5% | -96.8% |
| All | -99.9% | +140.3% | -240.2% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TRV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling