+356.2%
TPR vs DVA
+193.2%
+163.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.3% |
| 7D | -0.3% | -8.8% | +8.5% | +2.4% |
| 30D | +15.1% | -3.4% | +18.5% | +16.1% |
| 3M | +3.5% | -2.6% | +6.1% | +3.9% |
| 6M | +0.4% | -11.9% | +12.3% | +2.8% |
| YTD | +4.6% | +53.6% | -49.0% | -12.5% |
| 1Y | +33.1% | +41.9% | -8.8% | +14.4% |
| 3Y | +396.0% | +97.5% | +298.5% | +262.3% |
| 5Y | +230.3% | +65.0% | +165.3% | +143.8% |
| All | +356.2% | +193.2% | +163.0% | +169.5% |
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