+84.6%
TGT vs DVA
+35.1%
+49.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +0.8% | +1.8% | -1.1% | +0.7% |
| 30D | +12.2% | -2.5% | +14.7% | +12.3% |
| 3M | +33.8% | -4.3% | +38.0% | +33.6% |
| 6M | +39.3% | +18.9% | +20.4% | +36.7% |
| YTD | +72.9% | +61.9% | +10.9% | +61.6% |
| 1Y | +84.6% | +35.7% | +48.8% | +83.3% |
| All | +84.6% | +35.1% | +49.4% | +83.3% |
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 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