+303.8%
TD vs DVA
+187.8%
+116.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -0.5% | -1.3% | +0.8% | -0.3% |
| 30D | -1.9% | 0.0% | -1.9% | -1.9% |
| 3M | +4.8% | -10.9% | +15.7% | +6.2% |
| 6M | +28.0% | +17.3% | +10.7% | +22.8% |
| YTD | +30.3% | +59.8% | -29.5% | +17.1% |
| 1Y | +59.8% | +36.3% | +23.5% | +47.9% |
| 3Y | +124.7% | +88.6% | +36.1% | +88.8% |
| 5Y | +127.0% | +47.5% | +79.4% | +96.7% |
| All | +303.8% | +187.8% | +116.0% | +196.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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