+49.9%
TRV vs DT
-5.1%
+55.0%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.5% |
| 7D | +3.9% | -25.5% | +29.4% | +4.5% |
| 30D | +13.5% | -22.3% | +35.8% | +14.0% |
| 3M | +8.9% | +2.3% | +6.5% | +8.8% |
| 6M | +36.8% | +20.7% | +16.0% | +36.2% |
| YTD | +42.7% | +7.9% | +34.7% | +44.3% |
| 1Y | +49.9% | -5.7% | +55.6% | +53.7% |
| All | +49.9% | -5.1% | +55.0% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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