+13,840.9%
TSM vs DVA
+1,741.6%
+12,099.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -1.1% |
| 7D | +4.8% | +2.0% | +2.8% | +4.4% |
| 30D | +4.0% | -0.4% | +4.4% | +4.0% |
| 3M | +2.0% | -7.7% | +9.6% | +2.8% |
| 6M | +25.5% | +20.0% | +5.5% | +20.2% |
| YTD | +44.0% | +61.1% | -17.1% | +30.1% |
| 1Y | +75.4% | +33.9% | +41.6% | +63.3% |
| 3Y | +406.7% | +91.5% | +315.2% | +331.3% |
| 5Y | +285.0% | +41.8% | +243.2% | +237.6% |
| 10Y | +1,815.4% | +187.5% | +1,627.9% | +1,319.3% |
| All | +13,840.9% | +1,741.6% | +12,099.3% | +6,840.0% |
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