+84.2%
DOCN vs TEL
+91.3%
-7.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.7% | +2.4% | +2.4% |
| 7D | -12.8% | +0.6% | -13.4% | -12.6% |
| 30D | -41.9% | +0.2% | -42.1% | -41.0% |
| 3M | -36.9% | +1.5% | -38.4% | -37.1% |
| 6M | -52.2% | +6.9% | -59.2% | -55.5% |
| YTD | +62.7% | -2.8% | +65.5% | +60.3% |
| 1Y | +58.2% | -8.8% | +67.0% | +66.5% |
| 3Y | +219.5% | +84.3% | +135.2% | +42.9% |
| 5Y | -32.9% | +46.8% | -79.7% | -61.2% |
| All | +84.2% | +91.3% | -7.0% | -3.2% |
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