+34.3%
TRV vs DG
+23.4%
+10.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.4% |
| 7D | -0.1% | +8.4% | -8.5% | -0.6% |
| 30D | -3.4% | +4.9% | -8.4% | -3.7% |
| 3M | +26.4% | +29.3% | -2.9% | +24.8% |
| 6M | +19.3% | -11.3% | +30.6% | +18.5% |
| YTD | +28.3% | +1.8% | +26.6% | +26.8% |
| 1Y | +34.3% | +25.3% | +8.9% | +31.0% |
| All | +34.3% | +23.4% | +10.8% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling