+724.3%
TEL vs DAR
+505.4%
+218.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | -0.9% |
| 7D | -0.4% | +3.6% | -4.0% | -1.5% |
| 30D | +1.0% | -11.3% | +12.2% | +4.9% |
| 3M | +0.7% | -13.1% | +13.8% | +4.7% |
| 6M | +7.3% | -15.1% | +22.4% | +11.7% |
| YTD | -2.5% | +50.5% | -53.0% | -17.0% |
| 1Y | -10.3% | +57.9% | -68.2% | -25.0% |
| 3Y | +81.1% | +28.9% | +52.2% | +52.8% |
| 5Y | +45.3% | -31.4% | +76.7% | +47.2% |
| 10Y | +290.3% | +301.0% | -10.7% | +96.6% |
| All | +724.3% | +505.4% | +218.9% | +177.0% |
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