+11.7%
DASH vs TEL
+91.5%
-79.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -4.4% |
| 7D | -10.6% | +3.0% | -13.5% | -12.7% |
| 30D | +2.2% | -3.9% | +6.1% | +4.6% |
| 3M | +32.3% | -5.1% | +37.4% | +36.3% |
| 6M | +19.1% | +0.6% | +18.5% | +14.6% |
| YTD | -6.5% | -7.3% | +0.8% | -5.6% |
| 1Y | -14.9% | +1.1% | -16.0% | -20.9% |
| 3Y | +151.9% | +63.7% | +88.3% | +39.2% |
| 5Y | +9.4% | +50.7% | -41.2% | -34.8% |
| All | +11.7% | +91.5% | -79.8% | -48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling