+215.6%
TRU vs DVA
+125.1%
+90.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -9.4% | -0.2% | -9.2% | -9.4% |
| 30D | -4.1% | +1.7% | -5.8% | -4.6% |
| 3M | +13.6% | -8.7% | +22.3% | +15.5% |
| 6M | +3.6% | +19.7% | -16.1% | -2.4% |
| YTD | -9.8% | +59.6% | -69.4% | -22.6% |
| 1Y | -13.6% | +37.1% | -50.7% | -22.6% |
| 3Y | -2.0% | +89.8% | -91.7% | -22.4% |
| 5Y | -35.8% | +47.4% | -83.2% | -47.1% |
| 10Y | +142.9% | +184.9% | -42.0% | +53.9% |
| All | +215.6% | +125.1% | +90.5% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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