+21.5%
TRV vs DG
-10.8%
+32.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.5% |
| 7D | +0.5% | -2.5% | +2.9% | +0.8% |
| 30D | -4.9% | +1.0% | -5.9% | -5.0% |
| 3M | +23.7% | +20.3% | +3.4% | +21.1% |
| All | +21.5% | -10.8% | +32.3% | +23.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling