+239.9%
TMUS vs DVA
+192.4%
+47.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.1% | +4.5% | +0.1% |
| 7D | +6.5% | -10.7% | +17.2% | +8.3% |
| 30D | +11.3% | -4.4% | +15.7% | +11.8% |
| 3M | -2.9% | -4.1% | +1.2% | -2.5% |
| 6M | -10.5% | -13.2% | +2.7% | -9.2% |
| YTD | -14.4% | +53.2% | -67.6% | -21.7% |
| 1Y | -17.9% | +40.8% | -58.7% | -23.8% |
| 3Y | +21.9% | +109.7% | -87.9% | +3.8% |
| 5Y | +52.1% | +64.5% | -12.4% | +31.3% |
| All | +239.9% | +192.4% | +47.5% | +146.7% |
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