+159.7%
TRV vs DTE
+30.3%
+129.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.6% |
| 7D | +1.9% | -2.6% | +4.5% | +3.0% |
| 30D | +1.7% | -4.4% | +6.1% | +3.5% |
| 3M | +23.9% | -8.3% | +32.2% | +28.2% |
| 6M | +26.3% | -8.1% | +34.3% | +30.4% |
| YTD | +30.8% | +4.4% | +26.4% | +28.3% |
| 1Y | +36.3% | +0.2% | +36.2% | +35.8% |
| 3Y | +145.0% | +42.6% | +102.4% | +116.4% |
| All | +159.7% | +30.3% | +129.4% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 5y: compounded portfolio wealth divided by compounded DTE 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…
5y analysis · Full analysis span regression · 6 months rolling