-100.0%
DFNS vs TEL
+80.8%
-180.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.7% | -18.6% | -19.2% |
| 7D | -12.7% | +5.6% | -18.2% | -13.4% |
| 30D | -65.2% | +0.9% | -66.1% | -65.2% |
| 3M | -94.6% | +2.1% | -96.7% | -94.6% |
| 6M | -96.2% | +2.7% | -99.0% | -96.3% |
| YTD | -99.6% | -3.2% | -96.4% | -99.6% |
| 1Y | -99.7% | -10.6% | -89.1% | -99.7% |
| All | -100.0% | +80.8% | -180.8% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling