+60.6%
DVA vs TW
+20.8%
+39.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.0% | +4.7% | +5.8% |
| 7D | +4.7% | +6.0% | -1.2% | +5.1% |
| 30D | +7.8% | +18.6% | -10.8% | +8.6% |
| 3M | -15.5% | +26.5% | -42.0% | -14.7% |
| 6M | +25.0% | +13.1% | +11.9% | +24.9% |
| YTD | +69.6% | +18.5% | +51.0% | +71.3% |
| 1Y | +60.6% | +21.7% | +38.9% | +60.8% |
| All | +60.6% | +20.8% | +39.8% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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