+490.4%
DIA vs TEL
+753.4%
-263.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | +2.1% | +4.5% | -2.4% | +0.2% |
| 30D | +1.5% | +2.9% | -1.4% | 0.0% |
| 3M | -2.4% | +1.1% | -3.6% | -3.5% |
| 6M | +6.0% | +5.0% | +1.0% | +2.6% |
| YTD | +10.1% | -3.9% | +14.0% | +9.0% |
| 1Y | +11.8% | -7.4% | +19.3% | +12.2% |
| 3Y | +59.7% | +81.0% | -21.3% | +16.9% |
| 5Y | +57.9% | +42.3% | +15.6% | +26.2% |
| 10Y | +236.2% | +284.8% | -48.6% | +67.8% |
| All | +490.4% | +753.4% | -263.0% | +83.6% |
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