+159.7%
TRV vs DD
+56.1%
+103.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.3% | +2.1% |
| 7D | +1.9% | -3.5% | +5.4% | +2.7% |
| 30D | +1.7% | -11.7% | +13.4% | +4.4% |
| 3M | +23.9% | -9.2% | +33.1% | +26.3% |
| 6M | +26.3% | -7.2% | +33.5% | +27.5% |
| YTD | +30.8% | +6.6% | +24.2% | +27.3% |
| 1Y | +36.3% | +32.0% | +4.3% | +25.4% |
| 3Y | +145.0% | +42.1% | +102.9% | +116.1% |
| All | +159.7% | +56.1% | +103.6% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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