+29.2%
DAL vs TEL
-1.0%
+30.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.2% | -0.7% |
| 7D | +3.4% | -1.4% | +4.8% | +4.0% |
| 30D | -13.6% | -4.9% | -8.7% | -11.6% |
| 3M | +1.2% | +0.1% | +1.1% | +0.7% |
| 6M | +34.5% | +0.4% | +34.1% | +31.9% |
| YTD | +14.7% | -8.9% | +23.6% | +17.0% |
| 1Y | +29.2% | -0.3% | +29.6% | +24.2% |
| All | +29.2% | -1.0% | +30.2% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling