+47.5%
TDY vs DVA
+89.6%
-42.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.1% | -1.3% | +0.2% | -1.0% |
| 30D | -12.0% | 0.0% | -12.1% | -12.1% |
| 3M | -3.2% | -10.9% | +7.7% | -2.3% |
| 6M | -7.9% | +17.3% | -25.1% | -10.6% |
| YTD | +18.2% | +59.8% | -41.6% | +9.1% |
| 1Y | +6.7% | +36.3% | -29.6% | +0.4% |
| 3Y | +47.5% | +88.6% | -41.1% | +34.8% |
| All | +47.5% | +89.6% | -42.1% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling