+730.8%
DVA vs TMF
-68.9%
+799.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +1.8% | -1.4% | +3.3% | +1.7% |
| 30D | -2.5% | -2.8% | +0.3% | -2.7% |
| 3M | -4.3% | -10.9% | +6.7% | -5.1% |
| 6M | +18.9% | -21.3% | +40.2% | +16.6% |
| YTD | +61.9% | -15.9% | +77.8% | +59.8% |
| 1Y | +35.7% | -15.7% | +51.5% | +34.1% |
| 3Y | +78.6% | -43.4% | +122.0% | +72.4% |
| 5Y | +39.2% | -87.8% | +127.0% | +13.2% |
| 10Y | +184.0% | -86.7% | +270.8% | +148.1% |
| All | +730.8% | -68.9% | +799.7% | +773.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling