-29.4%
TSCO vs DVA
+62.2%
-91.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.8% | -1.5% | +3.7% |
| 7D | +15.7% | +4.7% | +11.0% | +15.3% |
| 30D | +16.4% | +7.8% | +8.6% | +15.7% |
| 3M | +11.2% | -15.5% | +26.7% | +11.3% |
| 6M | +14.9% | +25.0% | -10.1% | +11.6% |
| YTD | -25.4% | +69.6% | -95.0% | -29.2% |
| 1Y | -29.4% | +60.6% | -90.0% | -31.8% |
| All | -29.4% | +62.2% | -91.5% | -31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling