+70.5%
DOCN vs TEL
+81.0%
-10.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.2% |
| 7D | -19.2% | -2.8% | -16.3% | -16.2% |
| 30D | -43.1% | -4.1% | -39.0% | -39.6% |
| 3M | -40.7% | -3.4% | -37.3% | -37.9% |
| 6M | -55.0% | -3.5% | -51.5% | -53.6% |
| YTD | +50.6% | -8.0% | +58.6% | +56.6% |
| 1Y | +54.0% | -13.7% | +67.7% | +71.1% |
| 3Y | +203.9% | +71.9% | +132.0% | +46.0% |
| 5Y | -29.4% | +40.9% | -70.2% | -57.2% |
| All | +70.5% | +81.0% | -10.4% | -5.5% |
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