-99.9%
DFNS vs TRV
+249.5%
-349.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | -0.5% |
| 7D | -16.0% | -0.1% | -15.8% | -16.3% |
| 30D | -77.7% | -3.4% | -74.3% | -78.1% |
| 3M | -77.2% | +26.4% | -103.6% | -71.5% |
| 6M | -95.2% | +19.3% | -114.5% | -94.3% |
| YTD | -98.0% | +28.3% | -126.3% | -97.4% |
| 1Y | -98.3% | +34.3% | -132.5% | -97.7% |
| 3Y | -99.9% | +140.1% | -240.0% | -99.8% |
| 5Y | -99.9% | +155.7% | -255.6% | -99.8% |
| All | -99.9% | +249.5% | -349.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling