+418.2%
TSN vs DVA
+5,194.7%
-4,776.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.8% |
| 7D | -6.3% | +1.8% | -8.1% | -6.5% |
| 30D | -10.8% | -2.5% | -8.3% | -10.6% |
| 3M | -8.8% | -4.3% | -4.5% | -8.6% |
| 6M | -16.8% | +18.9% | -35.7% | -19.2% |
| YTD | -10.0% | +61.9% | -71.9% | -16.3% |
| 1Y | -5.3% | +35.7% | -41.0% | -10.0% |
| 3Y | +8.5% | +78.6% | -70.1% | -1.8% |
| 5Y | -22.9% | +39.2% | -62.1% | -29.3% |
| 10Y | -12.6% | +184.0% | -196.7% | -28.5% |
| All | +418.2% | +5,194.7% | -4,776.4% | +220.8% |
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