+145.2%
TE vs DVA
+36.3%
+108.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.7% |
| 7D | +0.2% | -1.3% | +1.5% | -0.1% |
| 30D | -5.9% | 0.0% | -5.9% | -5.9% |
| 3M | -45.6% | -10.9% | -34.6% | -47.3% |
| 6M | -43.4% | +17.3% | -60.6% | -39.6% |
| YTD | -31.0% | +59.8% | -90.8% | -18.2% |
| 1Y | +145.2% | +36.3% | +109.0% | +162.1% |
| All | +145.2% | +36.3% | +108.9% | +162.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling