-97.2%
TSLQ vs DVA
+118.7%
-215.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -6.6% | -1.3% | -5.3% | -6.8% |
| 30D | -24.3% | 0.0% | -24.3% | -24.4% |
| 3M | -3.6% | -10.9% | +7.3% | -4.8% |
| 6M | -12.0% | +17.3% | -29.2% | -9.0% |
| YTD | +1.4% | +59.8% | -58.4% | +11.1% |
| 1Y | -43.6% | +36.3% | -79.8% | -40.2% |
| 3Y | -95.4% | +88.6% | -184.0% | -94.7% |
| All | -97.2% | +118.7% | -215.9% | -96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling