+1,757.2%
TSM vs DVA
+187.5%
+1,569.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | +2.6% | -0.2% | +2.8% | +2.7% |
| 30D | +1.4% | +1.7% | -0.3% | +1.2% |
| 3M | +5.0% | -8.7% | +13.6% | +5.7% |
| 6M | +24.0% | +19.7% | +4.3% | +19.7% |
| YTD | +41.6% | +59.6% | -18.0% | +30.5% |
| 1Y | +66.2% | +37.1% | +29.1% | +56.5% |
| 3Y | +398.2% | +89.8% | +308.4% | +331.7% |
| 5Y | +277.6% | +47.4% | +230.2% | +236.8% |
| All | +1,757.2% | +187.5% | +1,569.7% | +1,343.9% |
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