+298.8%
TMUS vs DVA
+566.3%
-267.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.5% | +1.3% |
| 7D | +8.2% | -4.8% | +12.9% | +9.4% |
| 30D | +13.4% | +0.9% | +12.4% | +12.8% |
| 3M | -3.0% | +2.9% | -5.9% | -4.1% |
| 6M | -8.8% | -7.8% | -1.0% | -8.1% |
| YTD | -13.8% | +61.5% | -75.4% | -26.0% |
| 1Y | -17.1% | +50.1% | -67.1% | -27.5% |
| 3Y | +22.7% | +121.1% | -98.4% | -6.3% |
| 5Y | +52.8% | +72.9% | -20.1% | +18.2% |
| 10Y | +244.6% | +208.2% | +36.4% | +97.3% |
| All | +298.8% | +566.3% | -267.5% | +59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling