+60.6%
DVA vs TKO
+5.6%
+54.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.4% | +2.4% | +5.7% |
| 7D | +4.7% | +11.3% | -6.5% | +4.6% |
| 30D | +7.8% | +9.3% | -1.5% | +7.6% |
| 3M | -15.5% | +5.3% | -20.8% | -15.5% |
| 6M | +25.0% | +4.9% | +20.2% | +24.5% |
| YTD | +69.6% | -6.3% | +75.9% | +69.2% |
| 1Y | +60.6% | +4.9% | +55.7% | +58.7% |
| All | +60.6% | +5.6% | +54.9% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling