-8.6%
TEL vs DVA
+62.2%
-70.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.6% | +0.1% |
| 7D | -0.5% | +4.7% | -5.2% | -0.5% |
| 30D | +0.6% | +7.8% | -7.2% | +0.4% |
| 3M | +2.0% | -15.5% | +17.5% | +2.6% |
| 6M | +8.1% | +25.0% | -16.9% | +6.6% |
| YTD | -2.2% | +69.6% | -71.7% | -2.5% |
| 1Y | -8.6% | +60.6% | -69.2% | -8.8% |
| All | -8.6% | +62.2% | -70.8% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling