+493.9%
TLN vs DVA
+88.1%
+405.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +2.9% |
| 7D | +10.9% | +2.2% | +8.7% | +10.7% |
| 30D | -6.3% | -2.0% | -4.3% | -6.2% |
| 3M | -10.7% | -6.3% | -4.4% | -10.5% |
| 6M | +1.6% | +19.4% | -17.8% | -0.6% |
| YTD | -13.1% | +58.5% | -71.6% | -17.5% |
| 1Y | -15.1% | +33.9% | -48.9% | -17.9% |
| All | +493.9% | +88.1% | +405.9% | +469.4% |
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