+285.8%
TEL vs D
+48.0%
+237.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +4.5% | -1.4% | +5.9% | +4.9% |
| 30D | +2.9% | +7.7% | -4.8% | +0.6% |
| 3M | +1.1% | -0.3% | +1.4% | +1.0% |
| 6M | +5.0% | +10.1% | -5.1% | +1.6% |
| YTD | -3.9% | +19.1% | -22.9% | -9.3% |
| 1Y | -7.4% | +15.9% | -23.3% | -12.1% |
| 3Y | +81.0% | +75.0% | +6.0% | +47.2% |
| 5Y | +42.3% | +13.4% | +28.9% | +33.4% |
| All | +285.8% | +48.0% | +237.7% | +249.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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