-23.0%
TNA vs DVA
+46.8%
-69.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -7.3% | -1.3% | -5.9% | -6.7% |
| 30D | -14.2% | 0.0% | -14.2% | -14.3% |
| 3M | -4.6% | -10.9% | +6.4% | -1.1% |
| 6M | +36.9% | +17.3% | +19.7% | +21.5% |
| YTD | +42.5% | +59.8% | -17.3% | +3.2% |
| 1Y | +45.8% | +36.3% | +9.5% | +16.0% |
| 3Y | +104.7% | +88.6% | +16.0% | +31.8% |
| All | -23.0% | +46.8% | -69.8% | -35.4% |
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 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