+24.5%
TMO vs DVA
+36.3%
-11.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.6% | -1.3% | +0.7% | -0.7% |
| 30D | +1.1% | 0.0% | +1.1% | +1.1% |
| 3M | +28.3% | -10.9% | +39.3% | +28.1% |
| 6M | +23.3% | +17.3% | +6.0% | +23.4% |
| YTD | +5.5% | +59.8% | -54.4% | +6.0% |
| 1Y | +24.5% | +36.3% | -11.7% | +32.4% |
| All | +24.5% | +36.3% | -11.8% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling