+94.6%
TT vs DVA
+116.5%
-21.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.8% |
| 7D | +3.5% | -4.8% | +8.3% | +3.9% |
| 30D | -11.0% | +0.9% | -12.0% | -11.2% |
| 3M | -12.0% | +2.9% | -14.9% | -12.5% |
| 6M | -10.4% | -7.8% | -2.7% | -10.6% |
| YTD | +9.9% | +61.5% | -51.6% | -0.1% |
| 1Y | +1.5% | +50.1% | -48.6% | -6.6% |
| All | +94.6% | +116.5% | -21.9% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling