+182.8%
DVA vs TMF
-86.0%
+268.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.6% |
| 7D | +2.0% | -0.9% | +2.9% | +2.0% |
| 30D | -0.4% | -1.0% | +0.6% | -0.4% |
| 3M | -7.7% | -11.3% | +3.6% | -8.2% |
| 6M | +20.0% | -22.7% | +42.7% | +18.4% |
| YTD | +61.1% | -17.3% | +78.4% | +59.6% |
| 1Y | +33.9% | -22.5% | +56.3% | +32.2% |
| 3Y | +91.5% | -43.2% | +134.8% | +87.1% |
| 5Y | +41.8% | -88.3% | +130.1% | +13.3% |
| All | +182.8% | -86.0% | +268.8% | +159.7% |
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