+1,296.6%
DHR vs TEL
+708.6%
+588.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.4% |
| 7D | -0.8% | -1.4% | +0.6% | -0.3% |
| 30D | +0.2% | -4.9% | +5.1% | +2.1% |
| 3M | +12.1% | +0.1% | +12.0% | +10.9% |
| 6M | +5.4% | +0.4% | +5.1% | +3.5% |
| YTD | -10.0% | -8.9% | -1.1% | -8.4% |
| 1Y | +4.1% | -0.3% | +4.4% | +1.3% |
| 3Y | -5.2% | +67.6% | -72.8% | -27.6% |
| 5Y | -28.2% | +50.7% | -78.9% | -43.3% |
| 10Y | +208.4% | +288.6% | -80.2% | +53.9% |
| All | +1,296.6% | +708.6% | +588.0% | +332.1% |
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