+921.1%
TRV vs DG
+606.1%
+315.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.6% |
| 7D | -0.1% | +8.4% | -8.5% | -1.4% |
| 30D | -3.4% | +4.9% | -8.4% | -4.2% |
| 3M | +26.4% | +29.3% | -2.9% | +21.4% |
| 6M | +19.3% | -11.3% | +30.6% | +20.9% |
| YTD | +28.3% | +1.8% | +26.6% | +27.1% |
| 1Y | +34.3% | +25.3% | +8.9% | +28.3% |
| 3Y | +140.1% | +9.1% | +131.1% | +127.7% |
| 5Y | +155.7% | -34.9% | +190.6% | +164.1% |
| 10Y | +285.5% | +108.2% | +177.4% | +222.6% |
| All | +921.1% | +606.1% | +315.1% | +612.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling