+37.1%
DVA vs TMF
-25.6%
+62.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.5% |
| 7D | -0.2% | -4.8% | +4.6% | +0.5% |
| 30D | +1.7% | -4.9% | +6.6% | +2.3% |
| 3M | -8.7% | -13.4% | +4.7% | -7.0% |
| 6M | +19.7% | -23.0% | +42.7% | +24.2% |
| YTD | +59.6% | -20.2% | +79.8% | +64.5% |
| 1Y | +37.1% | -26.5% | +63.6% | +45.1% |
| All | +37.1% | -25.6% | +62.7% | +45.1% |
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