+71.9%
TEL vs D
+79.5%
-7.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | -2.8% | +3.0% | -5.8% | -3.0% |
| 30D | -4.1% | +11.5% | -15.6% | -4.9% |
| 3M | -3.4% | +3.7% | -7.1% | -3.6% |
| 6M | -3.5% | +13.5% | -17.0% | -4.7% |
| YTD | -8.0% | +20.7% | -28.7% | -9.7% |
| 1Y | -13.7% | +18.2% | -31.9% | -15.1% |
| 3Y | +71.9% | +73.3% | -1.4% | +54.3% |
| All | +71.9% | +79.5% | -7.6% | +54.3% |
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