+333.2%
DIS vs TEL
+762.9%
-429.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.6% | -0.7% |
| 7D | +5.3% | +0.6% | +4.7% | +4.9% |
| 30D | +10.2% | +0.2% | +10.0% | +9.6% |
| 3M | +13.5% | +1.5% | +12.0% | +11.5% |
| 6M | +11.1% | +6.9% | +4.2% | +5.4% |
| YTD | +5.5% | -2.8% | +8.3% | +3.2% |
| 1Y | +9.1% | -8.8% | +17.9% | +9.9% |
| 3Y | +36.0% | +84.3% | -48.3% | -6.5% |
| 5Y | -29.8% | +46.8% | -76.6% | -46.3% |
| 10Y | +36.6% | +294.7% | -258.1% | -39.5% |
| All | +333.2% | +762.9% | -429.7% | +6.9% |
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