+181.2%
TSCO vs DVA
+187.8%
-6.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -5.7% | -1.3% | -4.3% | -5.5% |
| 30D | -8.8% | 0.0% | -8.8% | -8.8% |
| 3M | +6.3% | -10.9% | +17.3% | +7.8% |
| 6M | -32.3% | +17.3% | -49.5% | -35.0% |
| YTD | -32.7% | +59.8% | -92.5% | -39.4% |
| 1Y | -43.7% | +36.3% | -79.9% | -47.8% |
| 3Y | -19.7% | +88.6% | -108.3% | -30.9% |
| 5Y | -11.6% | +47.5% | -59.2% | -21.8% |
| All | +181.2% | +187.8% | -6.6% | +105.4% |
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 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