+87.1%
DOCN vs TEL
+90.4%
-3.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +2.0% |
| 7D | -12.1% | -0.9% | -11.2% | -10.6% |
| 30D | -41.0% | -0.2% | -40.8% | -39.8% |
| 3M | -38.7% | +2.0% | -40.7% | -39.1% |
| 6M | -51.5% | +6.4% | -57.9% | -54.6% |
| YTD | +65.3% | -3.2% | +68.5% | +63.5% |
| 1Y | +53.9% | -11.2% | +65.1% | +66.7% |
| 3Y | +215.6% | +79.8% | +135.8% | +45.5% |
| 5Y | -26.2% | +46.6% | -72.7% | -57.2% |
| All | +87.1% | +90.4% | -3.3% | -1.3% |
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