-44.5%
TOST vs DVA
+58.9%
-103.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.1% |
| 7D | +9.4% | +2.1% | +7.4% | +9.1% |
| 30D | +13.5% | +8.2% | +5.2% | +12.2% |
| 3M | -0.1% | +5.9% | -6.1% | -1.1% |
| 6M | +22.5% | -1.3% | +23.8% | +21.6% |
| YTD | -2.4% | +68.4% | -70.8% | -13.5% |
| 1Y | -4.7% | +57.5% | -62.2% | -14.1% |
| 3Y | +103.2% | +142.3% | -39.1% | +64.5% |
| 5Y | -41.2% | +75.0% | -116.2% | -51.8% |
| All | -44.5% | +58.9% | -103.4% | -54.8% |
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 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