-46.4%
TOST vs DVA
+44.5%
-90.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.1% | +3.4% | -1.0% |
| 7D | -4.7% | -10.7% | +6.0% | -3.2% |
| 30D | +8.5% | -4.4% | +12.9% | +9.1% |
| 3M | -1.6% | -4.1% | +2.5% | -1.2% |
| 6M | +44.1% | -13.2% | +57.3% | +45.8% |
| YTD | -5.6% | +53.2% | -58.8% | -15.3% |
| 1Y | -12.6% | +40.8% | -53.4% | -19.8% |
| 3Y | +137.6% | +109.7% | +27.8% | +97.3% |
| 5Y | -30.4% | +64.5% | -94.9% | -41.9% |
| All | -46.4% | +44.5% | -90.9% | -55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling