+6,477.2%
TRV vs DD
+961.9%
+5,515.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -0.1% | -3.5% | +3.4% | +1.0% |
| 30D | -3.4% | -10.3% | +6.9% | 0.0% |
| 3M | +26.4% | -7.5% | +33.9% | +29.2% |
| 6M | +19.3% | -8.0% | +27.3% | +21.4% |
| YTD | +28.3% | +10.5% | +17.9% | +22.5% |
| 1Y | +34.3% | +38.3% | -4.0% | +18.4% |
| 3Y | +140.1% | +42.5% | +97.6% | +103.6% |
| 5Y | +155.7% | +60.2% | +95.6% | +104.1% |
| 10Y | +285.5% | +68.9% | +216.7% | +185.8% |
| All | +6,477.2% | +961.9% | +5,515.3% | +2,280.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling