+180.2%
DVA vs TMF
-86.4%
+266.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -1.1% |
| 7D | -0.2% | -4.8% | +4.6% | -0.4% |
| 30D | +1.7% | -4.9% | +6.6% | +1.4% |
| 3M | -8.7% | -13.4% | +4.7% | -9.3% |
| 6M | +19.7% | -23.0% | +42.7% | +18.1% |
| YTD | +59.6% | -20.2% | +79.8% | +57.9% |
| 1Y | +37.1% | -26.5% | +63.6% | +35.0% |
| 3Y | +89.8% | -45.2% | +134.9% | +85.1% |
| 5Y | +47.4% | -88.4% | +135.8% | +18.1% |
| All | +180.2% | -86.4% | +266.7% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TMF 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling