+1,239.7%
TNA vs DVA
+589.8%
+649.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.8% | -5.6% |
| 7D | -3.6% | +2.0% | -5.6% | -5.4% |
| 30D | -10.1% | -0.4% | -9.7% | -10.1% |
| 3M | +2.7% | -7.7% | +10.4% | +6.2% |
| 6M | +38.4% | +20.0% | +18.5% | +5.8% |
| YTD | +45.4% | +61.1% | -15.7% | -22.9% |
| 1Y | +55.9% | +33.9% | +22.1% | -0.7% |
| 3Y | +109.8% | +91.5% | +18.3% | -18.5% |
| 5Y | -22.5% | +41.8% | -64.3% | -62.2% |
| 10Y | +87.5% | +187.5% | -100.0% | -66.2% |
| All | +1,239.7% | +589.8% | +649.9% | -51.2% |
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