+829.0%
TTMI vs DVA
+46.8%
+782.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.2% | +3.3% |
| 7D | +0.7% | -1.3% | +2.0% | +0.8% |
| 30D | -8.4% | 0.0% | -8.5% | -8.5% |
| 3M | -32.5% | -10.9% | -21.5% | -32.1% |
| 6M | +32.5% | +17.3% | +15.2% | +27.6% |
| YTD | +83.2% | +59.8% | +23.4% | +67.1% |
| 1Y | +161.7% | +36.3% | +125.4% | +145.1% |
| 3Y | +890.1% | +88.6% | +801.5% | +750.7% |
| All | +829.0% | +46.8% | +782.2% | +686.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling