+2.8%
TLT vs DVA
+105.9%
-103.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -3.1% | -8.8% | +5.7% | -2.8% |
| 30D | +1.0% | -3.4% | +4.4% | +1.1% |
| 3M | -2.7% | -2.6% | -0.1% | -2.7% |
| 6M | -4.1% | -11.9% | +7.7% | -4.0% |
| YTD | -5.4% | +53.6% | -59.0% | -7.5% |
| 1Y | -7.0% | +41.9% | -48.9% | -8.8% |
| 3Y | +2.8% | +97.5% | -94.7% | +0.4% |
| All | +2.8% | +105.9% | -103.1% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling