+277.3%
TSM vs DVA
+71.8%
+205.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +4.2% |
| 7D | +4.4% | -4.8% | +9.2% | +4.6% |
| 30D | -7.0% | +0.9% | -7.9% | -7.1% |
| 3M | -1.8% | +2.9% | -4.7% | -2.1% |
| 6M | +2.7% | -7.8% | +10.4% | +2.7% |
| YTD | +37.1% | +61.5% | -24.4% | +31.6% |
| 1Y | +43.5% | +50.1% | -6.6% | +38.4% |
| 3Y | +341.5% | +121.1% | +220.4% | +301.8% |
| All | +277.3% | +71.8% | +205.5% | +262.6% |
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