+7,832.4%
TD vs DVA
+2,138.6%
+5,693.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.0% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | -1.0% | +1.7% | -2.7% | -1.2% |
| 3M | +5.6% | -8.7% | +14.3% | +6.5% |
| 6M | +27.1% | +19.7% | +7.4% | +23.0% |
| YTD | +29.4% | +59.6% | -30.2% | +19.9% |
| 1Y | +60.7% | +37.1% | +23.6% | +51.8% |
| 3Y | +127.6% | +89.8% | +37.8% | +102.5% |
| 5Y | +125.4% | +47.4% | +78.0% | +103.9% |
| 10Y | +300.4% | +184.9% | +115.5% | +225.7% |
| All | +7,832.4% | +2,138.6% | +5,693.8% | +4,978.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling