-22.6%
TLN vs DVA
+33.5%
-56.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.5% |
| 7D | +2.0% | -0.2% | +2.2% | +2.0% |
| 30D | -12.9% | +1.7% | -14.6% | -13.0% |
| 3M | -7.4% | -8.7% | +1.2% | -7.3% |
| 6M | -6.0% | +19.7% | -25.7% | -6.9% |
| YTD | -16.9% | +59.6% | -76.5% | -18.5% |
| 1Y | -22.6% | +37.1% | -59.7% | -24.3% |
| All | -22.6% | +33.5% | -56.1% | -24.3% |
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