-18.0%
TSN vs DVA
+64.3%
-82.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -1.4% | -8.8% | +7.3% | -0.8% |
| 30D | +8.5% | -3.4% | +11.9% | +8.7% |
| 3M | +5.3% | -2.6% | +7.9% | +5.3% |
| 6M | -10.5% | -11.9% | +1.4% | -10.0% |
| YTD | +3.0% | +53.6% | -50.7% | -1.6% |
| 1Y | +12.1% | +41.9% | -29.7% | +8.0% |
| 3Y | +43.1% | +97.5% | -54.4% | +32.8% |
| All | -18.0% | +64.3% | -82.3% | -22.4% |
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 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