+6,432.7%
TRV vs DE
+14,495.7%
-8,063.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +0.2% | -3.0% | +3.2% | +1.1% |
| 30D | -2.3% | +11.1% | -13.5% | -5.7% |
| 3M | +22.7% | +17.6% | +5.1% | +16.0% |
| 6M | +21.9% | +13.6% | +8.4% | +16.1% |
| YTD | +27.5% | +46.3% | -18.8% | +11.5% |
| 1Y | +36.2% | +44.2% | -7.9% | +19.4% |
| 3Y | +140.6% | +76.6% | +64.0% | +94.0% |
| 5Y | +154.5% | +98.2% | +56.3% | +92.9% |
| 10Y | +295.4% | +863.5% | -568.1% | +78.5% |
| All | +6,432.7% | +14,495.7% | -8,063.1% | +1,324.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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