+408.3%
DUK vs TEL
+707.4%
-299.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -0.1% | +1.2% | -1.3% | -0.4% |
| 30D | +0.2% | -4.1% | +4.4% | +1.0% |
| 3M | -1.9% | -2.6% | +0.7% | -1.7% |
| 6M | -6.5% | 0.0% | -6.5% | -7.3% |
| YTD | +5.4% | -9.1% | +14.5% | +6.2% |
| 1Y | +3.6% | -0.8% | +4.4% | +2.0% |
| 3Y | +48.1% | +67.4% | -19.2% | +27.7% |
| 5Y | +39.6% | +51.8% | -12.2% | +21.1% |
| 10Y | +131.8% | +299.4% | -167.6% | +55.1% |
| All | +408.3% | +707.4% | -299.0% | +156.7% |
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