+16.3%
TFC vs DVA
+33.5%
-17.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.4% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | -2.8% | +1.7% | -4.5% | -3.0% |
| 3M | +2.1% | -8.7% | +10.8% | +2.5% |
| 6M | +10.1% | +19.7% | -9.5% | +6.8% |
| YTD | +5.4% | +59.6% | -54.2% | -3.5% |
| 1Y | +16.3% | +37.1% | -20.8% | +10.4% |
| All | +16.3% | +33.5% | -17.2% | +10.4% |
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