+6,467.7%
TRV vs DTE
+3,444.9%
+3,022.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.2% |
| 7D | -1.5% | -2.0% | +0.5% | -0.5% |
| 30D | -1.8% | -2.4% | +0.6% | -0.7% |
| 3M | +21.6% | -7.3% | +28.9% | +26.2% |
| 6M | +22.5% | -7.6% | +30.1% | +27.1% |
| YTD | +28.1% | +5.8% | +22.3% | +24.0% |
| 1Y | +37.0% | +2.3% | +34.7% | +34.7% |
| 3Y | +141.9% | +45.0% | +96.9% | +97.2% |
| 5Y | +158.5% | +33.2% | +125.3% | +117.0% |
| 10Y | +297.5% | +141.4% | +156.2% | +145.1% |
| All | +6,467.7% | +3,444.9% | +3,022.8% | +1,280.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling