+72.6%
TEL vs DVA
+89.6%
-17.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | +1.6% | -1.3% | +2.9% | +1.7% |
| 30D | -0.7% | 0.0% | -0.7% | -0.7% |
| 3M | +2.4% | -10.9% | +13.4% | +3.1% |
| 6M | +4.1% | +17.3% | -13.1% | +1.8% |
| YTD | -5.8% | +59.8% | -65.6% | -10.9% |
| 1Y | +0.9% | +36.3% | -35.4% | -2.7% |
| 3Y | +72.6% | +88.6% | -16.0% | +64.1% |
| All | +72.6% | +89.6% | -17.0% | +64.1% |
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 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