+191.1%
TRI vs DVA
+187.8%
+3.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -7.9% | -1.3% | -6.6% | -7.8% |
| 30D | -4.5% | 0.0% | -4.5% | -4.5% |
| 3M | +22.1% | -10.9% | +33.0% | +23.6% |
| 6M | -2.8% | +17.3% | -20.0% | -4.2% |
| YTD | -23.4% | +59.8% | -83.2% | -27.6% |
| 1Y | -41.5% | +36.3% | -77.8% | -43.5% |
| 3Y | -19.2% | +88.6% | -107.8% | -26.4% |
| 5Y | -9.4% | +47.5% | -56.9% | -15.8% |
| All | +191.1% | +187.8% | +3.2% | +144.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling