+59.7%
TEM vs DVA
+27.7%
+32.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | +3.2% | +2.2% | +1.0% | +2.9% |
| 30D | +23.5% | -2.0% | +25.5% | +23.9% |
| 3M | +32.3% | -6.3% | +38.6% | +32.5% |
| 6M | +23.0% | +19.4% | +3.6% | +14.6% |
| YTD | +8.9% | +58.5% | -49.6% | -12.3% |
| 1Y | -19.9% | +33.9% | -53.7% | -28.0% |
| All | +59.7% | +27.7% | +32.0% | +53.0% |
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