+45.9%
TEM vs DVA
+28.6%
+17.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.0% |
| 7D | -9.2% | -0.2% | -9.0% | -9.1% |
| 30D | +5.5% | +1.7% | +3.8% | +5.1% |
| 3M | +18.7% | -8.7% | +27.4% | +19.6% |
| 6M | +15.4% | +19.7% | -4.2% | +7.6% |
| YTD | -0.5% | +59.6% | -60.1% | -20.0% |
| 1Y | -24.8% | +37.1% | -61.9% | -33.4% |
| All | +45.9% | +28.6% | +17.3% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling