+49.9%
TRV vs DG
+45.3%
+4.6%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.5% | -5.0% | +2.7% |
| 7D | +3.9% | +12.3% | -8.4% | +2.8% |
| 30D | +13.5% | +19.3% | -5.8% | +11.9% |
| 3M | +8.9% | +11.9% | -3.0% | +7.8% |
| 6M | +36.8% | +25.0% | +11.8% | +34.6% |
| YTD | +42.7% | +8.7% | +34.0% | +39.8% |
| 1Y | +49.9% | +44.7% | +5.2% | +42.9% |
| All | +49.9% | +45.3% | +4.6% | +42.9% |
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