+208.2%
DVA vs TMF
-81.8%
+290.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -4.8% | -3.4% | -1.4% | -4.9% |
| 30D | +0.9% | +11.5% | -10.6% | +1.5% |
| 3M | +2.9% | -4.5% | +7.4% | +2.7% |
| 6M | -7.8% | -15.0% | +7.2% | -8.5% |
| YTD | +61.5% | -19.9% | +81.4% | +59.8% |
| 1Y | +50.1% | -26.6% | +76.6% | +47.7% |
| 3Y | +121.1% | -29.8% | +150.9% | +119.5% |
| 5Y | +72.9% | -88.2% | +161.1% | +37.3% |
| 10Y | +208.2% | -81.4% | +289.6% | +175.8% |
| All | +208.2% | -81.8% | +290.0% | +175.8% |
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 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