+198.9%
DVA vs TMF
-82.2%
+281.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.5% | -3.6% |
| 7D | -1.6% | -1.1% | -0.5% | -1.6% |
| 30D | 0.0% | +11.8% | -11.8% | +0.6% |
| 3M | -2.4% | -4.0% | +1.6% | -2.6% |
| 6M | -9.8% | -16.5% | +6.8% | -10.6% |
| YTD | +57.8% | -19.9% | +77.7% | +56.1% |
| 1Y | +49.2% | -25.6% | +74.8% | +46.9% |
| 3Y | +116.0% | -29.9% | +145.9% | +114.4% |
| 5Y | +68.5% | -88.2% | +156.7% | +33.8% |
| 10Y | +198.9% | -81.7% | +280.6% | +166.4% |
| All | +198.9% | -82.2% | +281.1% | +166.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling