+140.0%
TRV vs DVA
+89.4%
+50.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.6% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -1.8% | +1.7% | -3.5% | -2.0% |
| 3M | +21.6% | -8.7% | +30.2% | +22.2% |
| 6M | +22.5% | +19.7% | +2.8% | +19.7% |
| YTD | +28.1% | +59.6% | -31.5% | +21.3% |
| 1Y | +37.0% | +37.1% | -0.1% | +31.6% |
| All | +140.0% | +89.4% | +50.6% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 3y: compounded portfolio wealth divided by compounded DVA 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…
3y analysis · Full analysis span regression · 6 months rolling