+7,716.4%
TPR vs DVA
+5,285.1%
+2,431.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.4% |
| 7D | -2.3% | +1.8% | -4.1% | -2.9% |
| 30D | -23.0% | -2.5% | -20.5% | -22.3% |
| 3M | -12.5% | -4.3% | -8.2% | -12.2% |
| 6M | -21.4% | +18.9% | -40.3% | -27.8% |
| YTD | -3.5% | +61.9% | -65.5% | -22.0% |
| 1Y | +17.4% | +35.7% | -18.4% | +0.9% |
| 3Y | +291.3% | +78.6% | +212.6% | +188.4% |
| 5Y | +241.9% | +39.2% | +202.7% | +165.8% |
| 10Y | +322.7% | +184.0% | +138.6% | +134.9% |
| All | +7,716.4% | +5,285.1% | +2,431.4% | +1,490.0% |
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