+229.4%
DVA vs TW
+206.7%
+22.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -1.3% | -4.5% | +3.2% | -0.7% |
| 30D | 0.0% | -2.3% | +2.3% | +0.3% |
| 3M | -10.9% | +2.6% | -13.5% | -11.5% |
| 6M | +17.3% | -17.5% | +34.8% | +20.2% |
| YTD | +59.8% | -5.3% | +65.1% | +59.8% |
| 1Y | +36.3% | -14.8% | +51.0% | +38.6% |
| 3Y | +88.6% | +18.8% | +69.8% | +80.1% |
| 5Y | +47.5% | +20.7% | +26.8% | +39.5% |
| All | +229.4% | +206.7% | +22.7% | +167.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling