+718.1%
TEL vs D
+260.5%
+457.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -0.9% | +2.4% | -3.3% | -2.1% |
| 30D | -0.2% | +10.9% | -11.2% | -5.3% |
| 3M | +2.0% | +2.8% | -0.8% | +0.3% |
| 6M | +6.4% | +12.7% | -6.3% | -0.5% |
| YTD | -3.2% | +20.3% | -23.6% | -12.6% |
| 1Y | -11.2% | +17.1% | -28.3% | -18.9% |
| 3Y | +79.8% | +75.1% | +4.6% | +28.9% |
| 5Y | +46.6% | +13.1% | +33.4% | +30.1% |
| 10Y | +288.1% | +48.3% | +239.9% | +163.8% |
| All | +718.1% | +260.5% | +457.6% | +136.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling