-44.8%
TOST vs DVA
+48.8%
-93.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.3% |
| 7D | +3.0% | -1.6% | +4.5% | +3.2% |
| 30D | +10.3% | 0.0% | +10.2% | +10.1% |
| 3M | -3.3% | -2.4% | -0.9% | -3.1% |
| 6M | +37.8% | -9.8% | +47.6% | +38.6% |
| YTD | -2.8% | +57.8% | -60.6% | -13.1% |
| 1Y | -9.6% | +49.2% | -58.8% | -18.0% |
| 3Y | +144.6% | +116.0% | +28.6% | +102.4% |
| 5Y | -31.0% | +68.5% | -99.5% | -42.7% |
| All | -44.8% | +48.8% | -93.6% | -54.6% |
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