+14.4%
TFC vs DVA
+35.1%
-20.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +2.4% | +1.8% | +0.6% | +2.2% |
| 30D | -1.3% | -2.5% | +1.2% | -1.1% |
| 3M | +6.1% | -4.3% | +10.3% | +5.9% |
| 6M | +7.3% | +18.9% | -11.5% | +4.3% |
| YTD | +8.2% | +61.9% | -53.7% | -1.0% |
| 1Y | +14.4% | +35.7% | -21.3% | +7.6% |
| All | +14.4% | +35.1% | -20.7% | +7.6% |
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