+22.3%
DIS vs TEL
+291.3%
-269.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -3.5% | +1.2% | -4.7% | -4.1% |
| 30D | +1.0% | -4.1% | +5.1% | +2.7% |
| 3M | +5.7% | -2.6% | +8.3% | +6.1% |
| 6M | +3.3% | 0.0% | +3.2% | +1.1% |
| YTD | -7.7% | -9.1% | +1.3% | -6.1% |
| 1Y | -10.0% | -0.8% | -9.1% | -13.0% |
| 3Y | +31.7% | +67.4% | -35.7% | -6.6% |
| 5Y | -42.2% | +51.8% | -94.0% | -57.4% |
| 10Y | +22.3% | +299.4% | -277.1% | -42.2% |
| All | +22.3% | +291.3% | -269.0% | -42.2% |
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