-10.5%
TEM vs DVA
+62.2%
-72.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.8% | -8.6% | -1.6% |
| 7D | -1.3% | +4.7% | -6.1% | -0.2% |
| 30D | -9.5% | +7.8% | -17.3% | -7.7% |
| 3M | +60.7% | -15.5% | +76.2% | +57.7% |
| 6M | +35.5% | +25.0% | +10.4% | +44.1% |
| YTD | +28.0% | +69.6% | -41.5% | +44.2% |
| 1Y | -10.5% | +60.6% | -71.1% | +2.6% |
| All | -10.5% | +62.2% | -72.7% | +2.6% |
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 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