+145.0%
TRV vs DG
+4.6%
+140.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +2.0% |
| 7D | +1.9% | -6.5% | +8.4% | +2.2% |
| 30D | +1.7% | +4.2% | -2.5% | +1.5% |
| 3M | +23.9% | +9.5% | +14.4% | +23.4% |
| 6M | +26.3% | -13.1% | +39.4% | +26.6% |
| YTD | +30.8% | -4.8% | +35.7% | +30.6% |
| 1Y | +36.3% | +20.6% | +15.7% | +34.9% |
| 3Y | +145.0% | +4.9% | +140.1% | +133.1% |
| All | +145.0% | +4.6% | +140.4% | +133.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling