-6.8%
TSN vs DVA
+187.8%
-194.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +3.0% | -1.3% | +4.4% | +3.2% |
| 30D | -4.2% | 0.0% | -4.2% | -4.2% |
| 3M | -3.9% | -10.9% | +7.0% | -2.8% |
| 6M | -9.8% | +17.3% | -27.1% | -12.5% |
| YTD | -7.3% | +59.8% | -67.1% | -14.3% |
| 1Y | -2.2% | +36.3% | -38.5% | -7.5% |
| 3Y | +11.9% | +88.6% | -76.7% | -1.1% |
| 5Y | -16.9% | +47.5% | -64.5% | -25.0% |
| All | -6.8% | +187.8% | -194.6% | -23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling