-95.4%
TSLQ vs DVA
+89.4%
-184.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.3% |
| 7D | +5.7% | -0.2% | +5.9% | +5.6% |
| 30D | -21.1% | +1.7% | -22.8% | -21.0% |
| 3M | -11.5% | -8.7% | -2.8% | -12.1% |
| 6M | -14.9% | +19.7% | -34.6% | -12.2% |
| YTD | +2.4% | +59.6% | -57.2% | +11.3% |
| 1Y | -49.8% | +37.1% | -86.9% | -47.2% |
| All | -95.4% | +89.4% | -184.7% | -94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling