+8,579.1%
TPR vs DVA
+5,147.2%
+3,431.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.0% | +0.9% |
| 7D | +12.1% | -1.6% | +13.7% | +12.6% |
| 30D | +16.7% | 0.0% | +16.7% | +16.4% |
| 3M | -17.4% | -2.4% | -15.0% | -17.0% |
| 6M | +2.3% | -9.8% | +12.0% | +4.3% |
| YTD | +7.1% | +57.8% | -50.7% | -13.0% |
| 1Y | +29.5% | +49.2% | -19.7% | +7.2% |
| 3Y | +415.0% | +116.0% | +299.0% | +256.1% |
| 5Y | +261.5% | +68.5% | +193.0% | +159.0% |
| 10Y | +383.3% | +198.9% | +184.4% | +162.6% |
| All | +8,579.1% | +5,147.2% | +3,431.9% | +1,674.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling