+66.2%
TSM vs DVA
+33.5%
+32.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.7% |
| 7D | +2.6% | -0.2% | +2.8% | +2.6% |
| 30D | +1.4% | +1.7% | -0.3% | +1.4% |
| 3M | +5.0% | -8.7% | +13.6% | +4.8% |
| 6M | +24.0% | +19.7% | +4.3% | +22.8% |
| YTD | +41.6% | +59.6% | -18.0% | +43.5% |
| 1Y | +66.2% | +37.1% | +29.1% | +66.8% |
| All | +66.2% | +33.5% | +32.6% | +66.8% |
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 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