+3,024.6%
TRV vs DVA
+5,166.5%
-2,141.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.1% |
| 7D | +0.2% | +2.0% | -1.8% | -0.1% |
| 30D | -2.3% | -0.4% | -2.0% | -2.3% |
| 3M | +22.7% | -7.7% | +30.4% | +23.6% |
| 6M | +21.9% | +20.0% | +2.0% | +17.8% |
| YTD | +27.5% | +61.1% | -33.6% | +17.7% |
| 1Y | +36.2% | +33.9% | +2.4% | +29.0% |
| 3Y | +140.6% | +91.5% | +49.1% | +113.3% |
| 5Y | +154.5% | +41.8% | +112.8% | +131.0% |
| 10Y | +295.4% | +187.5% | +107.9% | +219.3% |
| All | +3,024.6% | +5,166.5% | -2,141.9% | +1,910.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling