+67.6%
TEL vs D
+65.5%
+2.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.8% |
| 7D | -1.4% | +0.8% | -2.2% | -1.5% |
| 30D | -4.9% | -0.7% | -4.1% | -4.8% |
| 3M | +0.1% | +2.1% | -2.0% | -0.2% |
| 6M | +0.4% | +6.8% | -6.5% | -0.5% |
| YTD | -8.9% | +16.5% | -25.5% | -10.7% |
| 1Y | -0.3% | +19.2% | -19.5% | -2.7% |
| 3Y | +67.6% | +61.9% | +5.8% | +49.1% |
| All | +67.6% | +65.5% | +2.1% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling