+748.4%
TT vs DVA
+192.4%
+556.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.1% | +5.0% | +0.8% |
| 7D | +8.1% | -10.7% | +18.7% | +10.3% |
| 30D | -11.3% | -4.4% | -6.9% | -10.9% |
| 3M | -11.2% | -4.1% | -7.1% | -11.0% |
| 6M | -8.9% | -13.2% | +4.3% | -7.7% |
| YTD | +9.7% | +53.2% | -43.5% | -3.2% |
| 1Y | +1.3% | +40.8% | -39.6% | -9.0% |
| 3Y | +93.4% | +109.7% | -16.4% | +54.5% |
| 5Y | +133.5% | +64.5% | +69.0% | +90.5% |
| All | +748.4% | +192.4% | +556.1% | +481.7% |
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