+66.4%
DOCN vs TEL
+80.4%
-14.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -6.3% | -9.6% | -9.6% |
| 7D | -29.3% | -7.4% | -21.9% | -23.0% |
| 30D | -46.0% | -6.0% | -40.0% | -41.6% |
| 3M | -43.2% | -5.0% | -38.2% | -39.6% |
| 6M | -53.7% | +0.5% | -54.2% | -54.2% |
| YTD | +46.9% | -8.3% | +55.2% | +53.2% |
| 1Y | +54.3% | -16.2% | +70.6% | +77.0% |
| 3Y | +185.5% | +71.6% | +114.0% | +37.4% |
| 5Y | -31.1% | +40.4% | -71.5% | -58.1% |
| All | +66.4% | +80.4% | -14.1% | -7.5% |
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 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