+957.3%
TT vs DVA
+186.3%
+770.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.7% |
| 7D | +1.4% | +2.0% | -0.6% | +1.0% |
| 30D | -6.7% | -0.4% | -6.3% | -6.6% |
| 3M | -5.4% | -7.7% | +2.2% | -4.7% |
| 6M | +4.4% | +20.0% | -15.6% | -1.3% |
| YTD | +14.9% | +61.1% | -46.2% | +1.0% |
| 1Y | +9.3% | +33.9% | -24.6% | -0.1% |
| 3Y | +121.7% | +91.5% | +30.2% | +81.4% |
| 5Y | +148.2% | +41.8% | +106.4% | +114.1% |
| 10Y | +957.3% | +187.5% | +769.7% | +645.4% |
| All | +957.3% | +186.3% | +770.9% | +645.4% |
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 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