+33.5%
TRV vs DT
+6.9%
+26.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.5% |
| 7D | -1.5% | -2.5% | +1.1% | -1.4% |
| 30D | -1.8% | +3.5% | -5.4% | -1.9% |
| 3M | +21.6% | +26.7% | -5.1% | +20.8% |
| 6M | +22.5% | +36.1% | -13.7% | +21.3% |
| YTD | +28.1% | +18.6% | +9.5% | +29.1% |
| All | +33.5% | +6.9% | +26.6% | +35.3% |
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