-46.7%
TOST vs DVA
+49.5%
-96.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.7% |
| 7D | -0.9% | +2.2% | -3.1% | -1.2% |
| 30D | -3.5% | -2.0% | -1.4% | -3.2% |
| 3M | +38.1% | -6.3% | +44.4% | +38.6% |
| 6M | +9.9% | +19.4% | -9.5% | +5.4% |
| YTD | -6.3% | +58.5% | -64.7% | -16.1% |
| 1Y | -18.3% | +33.9% | -52.2% | -23.8% |
| 3Y | +59.7% | +88.4% | -28.7% | +35.4% |
| All | -46.7% | +49.5% | -96.2% | -56.1% |
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 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