+858.0%
TTMI vs DVA
+89.4%
+768.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.5% |
| 7D | +6.0% | -0.2% | +6.2% | +6.0% |
| 30D | -6.4% | +1.7% | -8.1% | -6.5% |
| 3M | -28.9% | -8.7% | -20.3% | -29.2% |
| 6M | +26.9% | +19.7% | +7.2% | +23.4% |
| YTD | +77.3% | +59.6% | +17.7% | +67.3% |
| 1Y | +147.5% | +37.1% | +110.4% | +138.2% |
| All | +858.0% | +89.4% | +768.6% | +772.7% |
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 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