+33.1%
TPR vs DVA
+42.3%
-9.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | -0.3% | -8.8% | +8.5% | +0.7% |
| 30D | +15.1% | -3.4% | +18.5% | +15.5% |
| 3M | +3.5% | -2.6% | +6.1% | +3.8% |
| 6M | +0.4% | -11.9% | +12.3% | +0.6% |
| YTD | +4.6% | +53.6% | -49.0% | +4.6% |
| 1Y | +33.1% | +41.9% | -8.8% | +35.4% |
| All | +33.1% | +42.3% | -9.2% | +35.4% |
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