+232.1%
DVA vs TW
+211.2%
+20.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +2.0% | -0.5% | +2.5% | +2.1% |
| 30D | -0.4% | -0.6% | +0.2% | -0.3% |
| 3M | -7.7% | +3.4% | -11.1% | -8.4% |
| 6M | +20.0% | -18.4% | +38.4% | +23.2% |
| YTD | +61.1% | -3.9% | +65.0% | +60.8% |
| 1Y | +33.9% | -13.3% | +47.2% | +35.8% |
| 3Y | +91.5% | +20.8% | +70.7% | +82.4% |
| 5Y | +41.8% | +20.3% | +21.5% | +34.3% |
| All | +232.1% | +211.2% | +20.8% | +169.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling