+437.3%
TTMI vs DVA
+8,346.6%
-7,909.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.6% | -5.6% | -4.4% |
| 7D | +7.5% | +2.0% | +5.5% | +6.8% |
| 30D | -4.5% | -0.4% | -4.1% | -4.5% |
| 3M | -28.5% | -7.7% | -20.9% | -27.9% |
| 6M | +28.4% | +20.0% | +8.4% | +18.6% |
| YTD | +80.1% | +61.1% | +19.0% | +49.7% |
| 1Y | +161.0% | +33.9% | +127.2% | +129.1% |
| 3Y | +862.4% | +91.5% | +770.9% | +622.1% |
| 5Y | +812.9% | +41.8% | +771.2% | +624.6% |
| 10Y | +1,094.7% | +187.5% | +907.2% | +592.6% |
| All | +437.3% | +8,346.6% | -7,909.3% | +97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling