+190.5%
TRV vs DT
+97.2%
+93.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.7% |
| 7D | +0.5% | -4.9% | +5.3% | +1.0% |
| 30D | -4.9% | +2.7% | -7.5% | -5.2% |
| 3M | +23.7% | +20.0% | +3.8% | +21.1% |
| 6M | +20.3% | +28.0% | -7.7% | +16.4% |
| YTD | +27.1% | +16.0% | +11.0% | +24.1% |
| 1Y | +35.3% | +0.7% | +34.6% | +34.2% |
| 3Y | +139.8% | +6.2% | +133.6% | +134.2% |
| 5Y | +153.9% | -28.1% | +182.0% | +156.2% |
| All | +190.5% | +97.2% | +93.3% | +113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling