-5.9%
DASH vs TEL
+99.9%
-105.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.2% |
| 7D | -2.8% | -0.9% | -1.9% | -2.0% |
| 30D | -9.3% | -0.2% | -9.0% | -9.4% |
| 3M | -15.1% | +2.0% | -17.1% | -17.2% |
| 6M | +8.7% | +6.4% | +2.3% | +1.7% |
| YTD | -21.3% | -3.2% | -18.1% | -23.4% |
| 1Y | -12.7% | -11.2% | -1.5% | -9.0% |
| 3Y | +103.8% | +79.8% | +24.0% | +2.5% |
| 5Y | -16.8% | +46.6% | -63.3% | -49.9% |
| All | -5.9% | +99.9% | -105.8% | -58.2% |
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 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