+14.5%
TFC vs DVA
+41.6%
-27.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.1% |
| 7D | -1.3% | +2.0% | -3.3% | -1.7% |
| 30D | -2.3% | -0.4% | -2.0% | -2.3% |
| 3M | +2.5% | -7.7% | +10.1% | +3.3% |
| 6M | +9.5% | +20.0% | -10.5% | +4.2% |
| YTD | +5.1% | +61.1% | -56.0% | -6.8% |
| 1Y | +15.5% | +33.9% | -18.4% | +6.6% |
| 3Y | +95.2% | +91.5% | +3.6% | +63.4% |
| 5Y | +14.5% | +41.8% | -27.3% | +6.3% |
| All | +14.5% | +41.6% | -27.2% | +6.3% |
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