+4,952.3%
TGT vs DVA
+5,166.5%
-214.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -3.4% |
| 7D | -3.6% | +2.0% | -5.6% | -3.9% |
| 30D | +4.4% | -0.4% | +4.8% | +4.4% |
| 3M | +25.4% | -7.7% | +33.0% | +26.3% |
| 6M | +33.4% | +20.0% | +13.4% | +28.6% |
| YTD | +65.6% | +61.1% | +4.5% | +52.0% |
| 1Y | +80.3% | +33.9% | +46.4% | +70.1% |
| 3Y | +42.1% | +91.5% | -49.4% | +25.8% |
| 5Y | -25.0% | +41.8% | -66.8% | -31.9% |
| 10Y | +208.2% | +187.5% | +20.7% | +148.2% |
| All | +4,952.3% | +5,166.5% | -214.2% | +2,752.1% |
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