-18.3%
TOST vs DVA
+31.4%
-49.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -2.3% |
| 7D | -0.9% | +2.2% | -3.1% | -0.6% |
| 30D | -3.5% | -2.0% | -1.4% | -3.7% |
| 3M | +38.1% | -6.3% | +44.4% | +37.5% |
| 6M | +9.9% | +19.4% | -9.5% | +14.6% |
| YTD | -6.3% | +58.5% | -64.7% | +4.2% |
| 1Y | -18.3% | +33.9% | -52.2% | -4.8% |
| All | -18.3% | +31.4% | -49.7% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling