+131.2%
TLT vs DVA
+2,380.8%
-2,249.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | -0.4% | +1.8% | -2.3% | -0.3% |
| 30D | -0.6% | -2.5% | +1.9% | -0.7% |
| 3M | -2.7% | -4.3% | +1.5% | -2.8% |
| 6M | -5.6% | +18.9% | -24.5% | -4.3% |
| YTD | -2.8% | +61.9% | -64.7% | +0.7% |
| 1Y | -1.4% | +35.7% | -37.2% | +0.9% |
| 3Y | -1.6% | +78.6% | -80.2% | +3.7% |
| 5Y | -33.8% | +39.2% | -73.0% | -31.3% |
| 10Y | -21.1% | +184.0% | -205.2% | -9.8% |
| All | +131.2% | +2,380.8% | -2,249.5% | +198.8% |
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