+43.0%
TMUS vs DVA
+38.1%
+4.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.2% |
| 7D | -0.3% | +2.2% | -2.5% | -0.4% |
| 30D | +3.1% | -2.0% | +5.2% | +3.3% |
| 3M | +2.4% | -6.3% | +8.7% | +2.8% |
| 6M | -17.1% | +19.4% | -36.5% | -18.5% |
| YTD | -9.1% | +58.5% | -67.6% | -12.6% |
| 1Y | -23.6% | +33.9% | -57.5% | -25.8% |
| 3Y | +38.8% | +88.4% | -49.6% | +33.4% |
| 5Y | +43.0% | +39.5% | +3.5% | +42.9% |
| All | +43.0% | +38.1% | +4.9% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling