+64.8%
DIA vs TEL
+50.4%
+14.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | -1.2% | +1.2% | -2.5% | -1.7% |
| 30D | -2.7% | -4.1% | +1.4% | -1.4% |
| 3M | +3.3% | -2.6% | +5.8% | +3.7% |
| 6M | +10.4% | 0.0% | +10.4% | +8.9% |
| YTD | +10.0% | -9.1% | +19.0% | +11.7% |
| 1Y | +16.2% | -0.8% | +17.0% | +13.2% |
| 3Y | +58.7% | +67.4% | -8.6% | +20.8% |
| All | +64.8% | +50.4% | +14.4% | +27.4% |
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