+670.1%
TEL vs DAR
+649.8%
+20.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.7% |
| 7D | -1.4% | -0.9% | -0.6% | -1.2% |
| 30D | -4.9% | +13.0% | -17.8% | -9.1% |
| 3M | +0.1% | +15.0% | -14.9% | -5.4% |
| 6M | +0.4% | +26.8% | -26.5% | -8.7% |
| YTD | -8.9% | +86.4% | -95.3% | -27.5% |
| 1Y | -0.3% | +115.1% | -115.4% | -25.1% |
| 3Y | +67.6% | +14.6% | +53.0% | +48.3% |
| 5Y | +50.7% | -8.8% | +59.5% | +38.7% |
| 10Y | +288.6% | +356.5% | -67.9% | +88.3% |
| All | +670.1% | +649.8% | +20.3% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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