+203.6%
TGT vs DVA
+187.8%
+15.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | -5.2% | -1.3% | -3.9% | -5.0% |
| 30D | +1.2% | 0.0% | +1.2% | +1.1% |
| 3M | +18.4% | -10.9% | +29.3% | +20.4% |
| 6M | +33.4% | +17.3% | +16.2% | +27.2% |
| YTD | +63.8% | +59.8% | +4.0% | +44.4% |
| 1Y | +77.2% | +36.3% | +40.9% | +61.9% |
| 3Y | +41.8% | +88.6% | -46.8% | +18.3% |
| 5Y | -25.5% | +47.5% | -73.1% | -36.0% |
| All | +203.6% | +187.8% | +15.8% | +120.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling