+306.7%
TPR vs DVA
+186.3%
+120.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -3.8% |
| 7D | -7.3% | +2.0% | -9.3% | -7.9% |
| 30D | -30.7% | -0.4% | -30.4% | -30.6% |
| 3M | -21.6% | -7.7% | -14.0% | -20.6% |
| 6M | -21.3% | +20.0% | -41.3% | -27.3% |
| YTD | -10.2% | +61.1% | -71.3% | -25.5% |
| 1Y | +9.5% | +33.9% | -24.4% | -3.5% |
| 3Y | +280.8% | +91.5% | +189.3% | +180.4% |
| 5Y | +218.7% | +41.8% | +176.9% | +154.6% |
| 10Y | +306.7% | +187.5% | +119.1% | +144.7% |
| All | +306.7% | +186.3% | +120.4% | +144.7% |
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