+505.0%
TRI vs DVA
+2,185.7%
-1,680.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | -14.4% | -0.2% | -14.2% | -14.3% |
| 30D | -8.1% | +1.7% | -9.8% | -8.4% |
| 3M | +17.5% | -8.7% | +26.2% | +19.4% |
| 6M | -5.0% | +19.7% | -24.6% | -8.6% |
| YTD | -24.7% | +59.6% | -84.3% | -32.4% |
| 1Y | -41.5% | +37.1% | -78.6% | -45.9% |
| 3Y | -20.3% | +89.8% | -110.1% | -32.7% |
| 5Y | -10.9% | +47.4% | -58.3% | -22.9% |
| 10Y | +190.6% | +184.9% | +5.7% | +101.8% |
| All | +505.0% | +2,185.7% | -1,680.6% | +143.2% |
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