+12,772.9%
TDG vs DVA
+512.9%
+12,259.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | -9.3% | +1.7% | -10.9% | -9.7% |
| 3M | -7.1% | -8.7% | +1.6% | -5.4% |
| 6M | -11.2% | +19.7% | -30.8% | -17.1% |
| YTD | -15.3% | +59.6% | -74.9% | -28.8% |
| 1Y | -12.5% | +37.1% | -49.6% | -23.0% |
| 3Y | +51.2% | +89.8% | -38.6% | +14.8% |
| 5Y | +126.1% | +47.4% | +78.8% | +79.8% |
| 10Y | +536.2% | +184.9% | +351.3% | +267.3% |
| All | +12,772.9% | +512.9% | +12,259.9% | +5,009.0% |
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