-34.9%
TLT vs DVA
+41.6%
-76.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.6% |
| 7D | -0.3% | +2.0% | -2.3% | -0.3% |
| 30D | 0.0% | -0.4% | +0.3% | 0.0% |
| 3M | -2.9% | -7.7% | +4.8% | -2.8% |
| 6M | -6.3% | +20.0% | -26.2% | -6.9% |
| YTD | -3.3% | +61.1% | -64.4% | -4.8% |
| 1Y | -4.2% | +33.9% | -38.1% | -5.2% |
| 3Y | -1.7% | +91.5% | -93.2% | -3.4% |
| 5Y | -34.9% | +41.8% | -76.7% | -36.9% |
| All | -34.9% | +41.6% | -76.5% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling