+537.0%
TDG vs DVA
+187.8%
+349.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.9% | -1.3% | -0.5% | -1.6% |
| 30D | -7.7% | 0.0% | -7.7% | -7.7% |
| 3M | -9.3% | -10.9% | +1.6% | -7.7% |
| 6M | -9.4% | +17.3% | -26.7% | -13.3% |
| YTD | -14.3% | +59.8% | -74.1% | -24.3% |
| 1Y | -11.8% | +36.3% | -48.1% | -19.2% |
| 3Y | +52.0% | +88.6% | -36.6% | +24.6% |
| 5Y | +128.8% | +47.5% | +81.3% | +94.8% |
| All | +537.0% | +187.8% | +349.2% | +354.6% |
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