-99.9%
DFNS vs TRV
+154.4%
-254.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -5.0% | -4.3% |
| 7D | +4.6% | +0.2% | +4.5% | +4.6% |
| 30D | -73.9% | -2.3% | -71.5% | -74.1% |
| 3M | -71.7% | +22.7% | -94.4% | -63.6% |
| 6M | -94.6% | +21.9% | -116.5% | -93.1% |
| YTD | -98.1% | +27.5% | -125.5% | -97.4% |
| 1Y | -98.3% | +36.2% | -134.5% | -97.5% |
| 3Y | -99.9% | +140.6% | -240.5% | -99.8% |
| 5Y | -99.9% | +154.5% | -254.4% | -99.8% |
| All | -99.9% | +154.4% | -254.3% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling