+96.0%
TFC vs DVA
+105.9%
-10.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | +2.3% | -8.8% | +11.0% | +3.7% |
| 30D | +10.8% | -3.4% | +14.2% | +11.2% |
| 3M | -3.8% | -2.6% | -1.2% | -3.6% |
| 6M | +9.6% | -11.9% | +21.5% | +10.7% |
| YTD | +5.8% | +53.6% | -47.9% | -6.1% |
| 1Y | +16.2% | +41.9% | -25.7% | +5.2% |
| 3Y | +96.0% | +97.5% | -1.5% | +39.2% |
| All | +96.0% | +105.9% | -10.0% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling