+0.9%
TEL vs DD
+34.9%
-34.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.8% | +3.7% |
| 7D | +1.6% | -3.5% | +5.1% | +3.2% |
| 30D | -0.7% | -11.7% | +11.0% | +5.2% |
| 3M | +2.4% | -9.2% | +11.7% | +7.1% |
| 6M | +4.1% | -7.2% | +11.3% | +7.4% |
| YTD | -5.8% | +6.6% | -12.4% | -6.8% |
| 1Y | +0.9% | +32.0% | -31.1% | -6.1% |
| All | +0.9% | +34.9% | -34.0% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling