-16.7%
TLN vs DVA
+35.1%
-51.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +3.7% |
| 7D | +7.1% | +1.8% | +5.2% | +7.0% |
| 30D | -3.9% | -2.5% | -1.4% | -3.8% |
| 3M | -16.2% | -4.3% | -11.9% | -16.2% |
| 6M | -5.8% | +18.9% | -24.7% | -6.8% |
| YTD | -15.4% | +61.9% | -77.4% | -16.8% |
| 1Y | -16.7% | +35.7% | -52.4% | -17.9% |
| All | -16.7% | +35.1% | -51.8% | -17.9% |
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 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