+320.5%
TMUS vs DVA
+568.1%
-247.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.7% | -3.8% |
| 7D | +0.1% | +1.8% | -1.7% | -0.4% |
| 30D | +5.3% | -2.5% | +7.7% | +5.8% |
| 3M | +3.1% | -4.3% | +7.4% | +3.5% |
| 6M | -16.5% | +18.9% | -35.3% | -21.5% |
| YTD | -9.2% | +61.9% | -71.1% | -21.7% |
| 1Y | -26.5% | +35.7% | -62.2% | -33.8% |
| 3Y | +39.0% | +78.6% | -39.6% | +12.1% |
| 5Y | +40.4% | +39.2% | +1.2% | +17.4% |
| 10Y | +303.7% | +184.0% | +119.7% | +139.6% |
| All | +320.5% | +568.1% | -247.6% | +68.3% |
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