-21.0%
TSLQ vs DVA
+62.2%
-83.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +5.8% | +0.7% | +5.7% |
| 7D | +9.8% | +4.7% | +5.1% | +9.2% |
| 30D | -6.0% | +7.8% | -13.8% | -6.9% |
| 3M | -35.0% | -15.5% | -19.5% | -35.0% |
| 6M | -24.9% | +25.0% | -50.0% | -26.9% |
| YTD | -12.7% | +69.6% | -82.2% | -14.4% |
| 1Y | -21.0% | +60.6% | -81.6% | -16.6% |
| All | -21.0% | +62.2% | -83.2% | -16.6% |
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