+20.5%
TMUS vs DVA
+111.7%
-91.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.6% |
| 7D | +9.5% | -1.6% | +11.1% | +9.6% |
| 30D | +13.8% | 0.0% | +13.8% | +13.6% |
| 3M | -4.6% | -2.4% | -2.2% | -4.5% |
| 6M | -11.7% | -9.8% | -1.9% | -11.1% |
| YTD | -15.4% | +57.8% | -73.2% | -21.3% |
| 1Y | -16.1% | +49.2% | -65.3% | -21.4% |
| 3Y | +20.5% | +116.0% | -95.6% | +16.2% |
| All | +20.5% | +111.7% | -91.2% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling