+31.9%
DIS vs TEL
+283.7%
-251.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | +1.9% | +4.5% | -2.6% | -0.3% |
| 30D | +9.2% | +2.9% | +6.3% | +7.2% |
| 3M | +13.5% | +1.1% | +12.4% | +11.7% |
| 6M | +14.3% | +5.0% | +9.3% | +9.5% |
| YTD | +5.4% | -3.9% | +9.2% | +3.7% |
| 1Y | +12.2% | -7.4% | +19.6% | +12.0% |
| 3Y | +37.2% | +81.0% | -43.8% | -7.0% |
| 5Y | -23.1% | +42.3% | -65.4% | -41.7% |
| All | +31.9% | +283.7% | -251.8% | -37.1% |
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 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