+9.5%
TPR vs DVA
+36.0%
-26.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -3.5% |
| 7D | -7.3% | +2.0% | -9.3% | -7.5% |
| 30D | -30.7% | -0.4% | -30.4% | -30.7% |
| 3M | -21.6% | -7.7% | -14.0% | -21.8% |
| 6M | -21.3% | +20.0% | -41.3% | -23.9% |
| YTD | -10.2% | +61.1% | -71.3% | -13.4% |
| 1Y | +9.5% | +33.9% | -24.4% | +11.3% |
| All | +9.5% | +36.0% | -26.5% | +11.3% |
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