+305.7%
TMUS vs DVA
+187.5%
+118.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -5.8% | -0.2% | -5.6% | -5.8% |
| 30D | -0.2% | +1.7% | -1.9% | -0.5% |
| 3M | -4.0% | -8.7% | +4.7% | -3.0% |
| 6M | -18.1% | +19.7% | -37.8% | -21.3% |
| YTD | -11.3% | +59.6% | -70.9% | -19.0% |
| 1Y | -24.7% | +37.1% | -61.8% | -29.6% |
| 3Y | +35.4% | +89.8% | -54.4% | +17.7% |
| 5Y | +42.4% | +47.4% | -4.9% | +27.7% |
| All | +305.7% | +187.5% | +118.2% | +197.5% |
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