+416.5%
TPR vs DVA
+139.6%
+276.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.7% |
| 7D | +14.2% | +2.1% | +12.1% | +13.8% |
| 30D | +17.1% | +8.2% | +8.8% | +15.6% |
| 3M | -17.7% | +5.9% | -23.6% | -18.5% |
| 6M | -10.2% | -1.3% | -8.9% | -10.9% |
| YTD | +4.9% | +68.4% | -63.5% | -5.3% |
| 1Y | +36.1% | +57.5% | -21.3% | +24.6% |
| 3Y | +416.5% | +142.3% | +274.2% | +275.6% |
| All | +416.5% | +139.6% | +276.8% | +275.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling