-20.8%
TLT vs DVA
+187.5%
-208.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -1.2% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -1.3% | +1.7% | -3.0% | -1.3% |
| 3M | -3.7% | -8.7% | +4.9% | -3.9% |
| 6M | -6.4% | +19.7% | -26.0% | -5.7% |
| YTD | -4.5% | +59.6% | -64.1% | -2.8% |
| 1Y | -5.9% | +37.1% | -43.0% | -4.7% |
| 3Y | -2.8% | +89.8% | -92.6% | +0.6% |
| 5Y | -35.1% | +47.4% | -82.4% | -33.9% |
| All | -20.8% | +187.5% | -208.2% | -11.7% |
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