+128.1%
DAL vs TEL
+304.7%
-176.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.7% | -0.4% | +0.8% |
| 7D | +10.0% | +0.6% | +9.5% | +9.5% |
| 30D | +12.0% | +0.2% | +11.8% | +11.6% |
| 3M | +0.8% | +1.5% | -0.7% | -1.2% |
| 6M | +26.2% | +6.9% | +19.3% | +17.6% |
| YTD | +33.7% | -2.8% | +36.5% | +31.6% |
| 1Y | +57.6% | -8.8% | +66.4% | +62.5% |
| 3Y | +183.5% | +84.3% | +99.2% | +57.4% |
| 5Y | +114.2% | +46.8% | +67.4% | +42.9% |
| 10Y | +128.1% | +294.7% | -166.6% | -30.7% |
| All | +128.1% | +304.7% | -176.6% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 10y: compounded portfolio wealth divided by compounded TEL 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…
10y analysis · Full analysis span regression · 6 months rolling