+1,101.0%
TFC vs DVA
+5,194.7%
-4,093.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | +2.4% | +1.8% | +0.6% | +2.1% |
| 30D | -1.3% | -2.5% | +1.2% | -0.9% |
| 3M | +6.1% | -4.3% | +10.3% | +6.4% |
| 6M | +7.3% | +18.9% | -11.5% | +3.2% |
| YTD | +8.2% | +61.9% | -53.7% | -1.9% |
| 1Y | +14.4% | +35.7% | -21.3% | +6.8% |
| 3Y | +93.7% | +78.6% | +15.1% | +69.9% |
| 5Y | +16.4% | +39.2% | -22.8% | +4.4% |
| 10Y | +101.6% | +184.0% | -82.5% | +58.6% |
| All | +1,101.0% | +5,194.7% | -4,093.6% | +613.2% |
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 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