-14.9%
DASH vs TEL
+2.3%
-17.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -4.5% |
| 7D | -10.6% | +3.0% | -13.5% | -11.5% |
| 30D | +2.2% | -3.9% | +6.1% | +3.4% |
| 3M | +32.3% | -5.1% | +37.4% | +34.1% |
| 6M | +19.1% | +0.6% | +18.5% | +17.1% |
| YTD | -6.5% | -7.3% | +0.8% | -6.5% |
| 1Y | -14.9% | +1.1% | -16.0% | -19.8% |
| All | -14.9% | +2.3% | -17.2% | -19.8% |
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