+36.3%
DIS vs TEL
+290.5%
-254.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.3% |
| 7D | +4.4% | -0.9% | +5.3% | +4.7% |
| 30D | +10.3% | -0.2% | +10.6% | +10.0% |
| 3M | +15.5% | +2.0% | +13.5% | +13.2% |
| 6M | +11.2% | +6.4% | +4.8% | +5.8% |
| YTD | +5.6% | -3.2% | +8.8% | +3.6% |
| 1Y | +7.7% | -11.2% | +18.9% | +10.2% |
| 3Y | +39.3% | +79.8% | -40.5% | -5.2% |
| 5Y | -29.5% | +46.6% | -76.1% | -47.4% |
| 10Y | +36.3% | +288.1% | -251.9% | -35.2% |
| All | +36.3% | +290.5% | -254.2% | -35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling