+668.9%
TEL vs DVA
+569.0%
+99.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | +1.2% | +2.0% | -0.8% | +0.6% |
| 30D | -4.1% | -0.4% | -3.7% | -4.1% |
| 3M | -2.6% | -7.7% | +5.1% | -1.3% |
| 6M | 0.0% | +20.0% | -19.9% | -7.4% |
| YTD | -9.1% | +61.1% | -70.1% | -24.6% |
| 1Y | -0.8% | +33.9% | -34.7% | -12.9% |
| 3Y | +67.4% | +91.5% | -24.2% | +24.1% |
| 5Y | +51.8% | +41.8% | +10.0% | +20.0% |
| 10Y | +299.4% | +187.5% | +111.9% | +114.1% |
| All | +668.9% | +569.0% | +99.9% | +141.1% |
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