+33.0%
TMUS vs DVA
+91.2%
-58.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.5% |
| 7D | -5.3% | +2.0% | -7.3% | -5.5% |
| 30D | +0.1% | -0.4% | +0.5% | +0.1% |
| 3M | -0.6% | -7.7% | +7.0% | 0.0% |
| 6M | -17.5% | +20.0% | -37.5% | -19.6% |
| YTD | -11.3% | +61.1% | -72.3% | -16.6% |
| 1Y | -25.4% | +33.9% | -59.3% | -28.5% |
| All | +33.0% | +91.2% | -58.2% | +26.4% |
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 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