+88.4%
DVA vs TMF
-42.4%
+130.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +2.2% | +1.0% | +1.2% | +2.2% |
| 30D | -2.0% | -1.8% | -0.2% | -1.9% |
| 3M | -6.3% | -8.2% | +2.0% | -5.8% |
| 6M | +19.4% | -19.5% | +38.9% | +21.0% |
| YTD | +58.5% | -16.0% | +74.4% | +60.1% |
| 1Y | +33.9% | -22.5% | +56.4% | +35.8% |
| 3Y | +88.4% | -42.3% | +130.7% | +97.3% |
| All | +88.4% | -42.4% | +130.8% | +97.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling