-20.0%
DASH vs TEL
-1.0%
-19.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.8% | -3.6% | -4.7% |
| 7D | -11.2% | -1.4% | -9.7% | -10.7% |
| 30D | -7.3% | -4.9% | -2.4% | -5.9% |
| 3M | +31.4% | +0.1% | +31.4% | +31.2% |
| 6M | +11.9% | +0.4% | +11.5% | +10.0% |
| YTD | -11.5% | -8.9% | -2.6% | -11.0% |
| 1Y | -20.0% | -0.3% | -19.7% | -25.4% |
| All | -20.0% | -1.0% | -19.1% | -25.4% |
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