+49.2%
DVA vs TMF
-25.6%
+74.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.5% | -2.6% |
| 7D | -1.6% | -1.1% | -0.5% | -1.3% |
| 30D | 0.0% | +11.8% | -11.8% | -1.5% |
| 3M | -2.4% | -4.0% | +1.6% | -2.0% |
| 6M | -9.8% | -16.5% | +6.8% | -7.3% |
| YTD | +57.8% | -19.9% | +77.7% | +62.6% |
| 1Y | +49.2% | -25.6% | +74.8% | +55.5% |
| All | +49.2% | -25.6% | +74.8% | +55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling