+27.6%
TXG vs DVA
+205.0%
-177.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +0.9% | +2.2% |
| 7D | +9.1% | +2.0% | +7.1% | +8.6% |
| 30D | +14.9% | -0.4% | +15.3% | +14.8% |
| 3M | +120.0% | -7.7% | +127.6% | +122.4% |
| 6M | +221.8% | +20.0% | +201.8% | +202.0% |
| YTD | +312.6% | +61.1% | +251.5% | +251.8% |
| 1Y | +398.4% | +33.9% | +364.6% | +348.8% |
| 3Y | +42.1% | +91.5% | -49.5% | +13.6% |
| 5Y | -63.5% | +41.8% | -105.2% | -69.7% |
| All | +27.6% | +205.0% | -177.5% | -14.1% |
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