+173.8%
DAL vs TEL
+71.9%
+101.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.8% | +2.0% |
| 7D | +8.8% | -2.8% | +11.6% | +10.8% |
| 30D | +5.4% | -4.1% | +9.5% | +8.2% |
| 3M | -4.9% | -3.4% | -1.6% | -3.3% |
| 6M | +19.8% | -3.5% | +23.3% | +21.1% |
| YTD | +27.0% | -8.0% | +35.0% | +30.3% |
| 1Y | +52.5% | -13.7% | +66.2% | +63.4% |
| 3Y | +173.8% | +71.9% | +101.9% | +64.1% |
| All | +173.8% | +71.9% | +101.9% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling