+48.7%
TMUS vs DVA
+67.5%
-18.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.4% |
| 7D | +9.5% | -1.6% | +11.1% | +9.6% |
| 30D | +13.8% | 0.0% | +13.8% | +13.7% |
| 3M | -4.6% | -2.4% | -2.2% | -4.5% |
| 6M | -11.7% | -9.8% | -1.9% | -11.3% |
| YTD | -15.4% | +57.8% | -73.2% | -18.5% |
| 1Y | -16.1% | +49.2% | -65.3% | -19.0% |
| 3Y | +20.5% | +116.0% | -95.6% | +16.1% |
| 5Y | +48.7% | +68.5% | -19.7% | +47.7% |
| All | +48.7% | +67.5% | -18.7% | +47.7% |
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 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