-35.5%
DOW vs TEL
+50.4%
-85.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.4% | -2.3% | -0.1% | -1.5% |
| 30D | -4.1% | -6.1% | +2.0% | -1.8% |
| 3M | -12.4% | +1.7% | -14.1% | -14.0% |
| 6M | -10.6% | +1.6% | -12.2% | -14.8% |
| YTD | +31.1% | -9.1% | +40.2% | +31.4% |
| 1Y | +30.5% | -1.7% | +32.2% | +24.4% |
| 3Y | -34.4% | +67.3% | -101.7% | -54.9% |
| 5Y | -35.5% | +52.1% | -87.6% | -55.8% |
| All | -35.5% | +50.4% | -85.9% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling