+88.4%
DVA vs TW
+20.3%
+68.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.9% |
| 7D | -0.2% | -2.7% | +2.5% | 0.0% |
| 30D | +1.7% | -1.7% | +3.4% | +1.8% |
| 3M | -8.7% | +1.6% | -10.3% | -8.9% |
| 6M | +19.7% | -17.7% | +37.3% | +21.6% |
| YTD | +59.6% | -4.3% | +64.0% | +59.1% |
| 1Y | +37.1% | -13.1% | +50.2% | +38.5% |
| All | +88.4% | +20.3% | +68.1% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling