-29.3%
DASH vs TEL
+42.2%
-71.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.1% |
| 7D | -4.5% | +4.5% | -9.0% | -7.8% |
| 30D | -6.8% | +2.9% | -9.7% | -9.1% |
| 3M | -20.7% | +1.1% | -21.8% | -22.2% |
| 6M | +15.1% | +5.0% | +10.1% | +8.8% |
| YTD | -24.3% | -3.9% | -20.4% | -26.0% |
| 1Y | -12.1% | -7.4% | -4.7% | -11.7% |
| 3Y | +91.1% | +81.0% | +10.1% | -10.2% |
| All | -29.3% | +42.2% | -71.5% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling