+12,702.2%
TSM vs DVA
+1,656.6%
+11,045.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -1.9% | -1.7% |
| 7D | +6.2% | -8.8% | +15.0% | +7.8% |
| 30D | -7.3% | -3.4% | -3.9% | -7.0% |
| 3M | -7.1% | -2.6% | -4.6% | -7.2% |
| 6M | +0.2% | -11.9% | +12.1% | +1.2% |
| YTD | +32.2% | +53.6% | -21.4% | +19.8% |
| 1Y | +42.8% | +41.9% | +0.9% | +31.1% |
| 3Y | +330.4% | +97.5% | +232.9% | +264.4% |
| 5Y | +263.9% | +65.0% | +199.0% | +208.7% |
| 10Y | +1,580.2% | +193.2% | +1,387.0% | +1,135.2% |
| All | +12,702.2% | +1,656.6% | +11,045.6% | +6,292.9% |
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 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