+683.8%
TEL vs DD
+182.6%
+501.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | +3.0% | -3.5% | +6.5% | +4.8% |
| 30D | -3.9% | -10.3% | +6.4% | +1.6% |
| 3M | -5.1% | -7.5% | +2.4% | -1.3% |
| 6M | +0.6% | -8.0% | +8.6% | +4.6% |
| YTD | -7.3% | +10.5% | -17.8% | -12.7% |
| 1Y | +1.1% | +38.3% | -37.1% | -15.7% |
| 3Y | +63.7% | +42.5% | +21.2% | +29.7% |
| 5Y | +50.7% | +60.2% | -9.5% | +10.8% |
| 10Y | +290.2% | +68.9% | +221.3% | +158.2% |
| All | +683.8% | +182.6% | +501.2% | +215.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling