-97.2%
TSLQ vs DVA
+120.5%
-217.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | +0.4% |
| 7D | -8.0% | +2.0% | -10.0% | -7.8% |
| 30D | -23.8% | -0.4% | -23.4% | -23.9% |
| 3M | -7.0% | -7.7% | +0.6% | -7.7% |
| 6M | -17.1% | +20.0% | -37.1% | -14.0% |
| YTD | +0.1% | +61.1% | -61.0% | +9.7% |
| 1Y | -51.2% | +33.9% | -85.1% | -48.5% |
| 3Y | -95.9% | +91.5% | -187.4% | -95.3% |
| All | -97.2% | +120.5% | -217.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling