+13,171.6%
TSM vs DVA
+1,746.5%
+11,425.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +3.9% |
| 7D | +4.4% | -4.8% | +9.2% | +5.2% |
| 30D | -7.0% | +0.9% | -7.9% | -7.4% |
| 3M | -1.8% | +2.9% | -4.7% | -2.8% |
| 6M | +2.7% | -7.8% | +10.4% | +2.9% |
| YTD | +37.1% | +61.5% | -24.4% | +23.2% |
| 1Y | +43.5% | +50.1% | -6.6% | +30.5% |
| 3Y | +341.5% | +121.1% | +220.4% | +266.2% |
| 5Y | +278.9% | +72.9% | +206.0% | +218.9% |
| 10Y | +1,641.8% | +208.2% | +1,433.5% | +1,169.9% |
| All | +13,171.6% | +1,746.5% | +11,425.0% | +6,472.4% |
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