+390.4%
DDOG vs TEL
+155.7%
+234.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | +2.9% | +4.5% | -1.6% | +0.4% |
| 30D | -31.6% | +2.9% | -34.5% | -32.6% |
| 3M | -27.0% | +1.1% | -28.1% | -27.5% |
| 6M | -10.3% | +5.0% | -15.3% | -13.4% |
| YTD | +35.4% | -3.9% | +39.3% | +33.0% |
| 1Y | -1.0% | -7.4% | +6.5% | -0.6% |
| 3Y | +76.7% | +81.0% | -4.3% | +13.9% |
| 5Y | -4.6% | +42.3% | -46.9% | -30.7% |
| All | +390.4% | +155.7% | +234.8% | +174.5% |
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