-28.0%
DHR vs TEL
+56.5%
-84.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -1.8% |
| 7D | -3.6% | +1.6% | -5.2% | -4.3% |
| 30D | -2.7% | -0.7% | -2.1% | -2.7% |
| 3M | +10.9% | +2.4% | +8.5% | +8.6% |
| 6M | +3.0% | +4.1% | -1.1% | -0.7% |
| YTD | -12.2% | -5.8% | -6.4% | -11.9% |
| 1Y | +3.3% | +0.9% | +2.4% | -0.7% |
| 3Y | -8.2% | +72.6% | -80.8% | -35.7% |
| All | -28.0% | +56.5% | -84.5% | -49.7% |
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