+668.9%
TEL vs DE
+1,521.6%
-852.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.1% |
| 7D | +1.2% | -3.0% | +4.3% | +2.8% |
| 30D | -4.1% | +11.1% | -15.3% | -9.6% |
| 3M | -2.6% | +17.6% | -20.2% | -11.1% |
| 6M | 0.0% | +13.6% | -13.6% | -7.2% |
| YTD | -9.1% | +46.3% | -55.3% | -27.0% |
| 1Y | -0.8% | +44.2% | -45.0% | -20.2% |
| 3Y | +67.4% | +76.6% | -9.2% | +18.1% |
| 5Y | +51.8% | +98.2% | -46.5% | -3.8% |
| 10Y | +299.4% | +863.5% | -564.1% | +0.5% |
| All | +668.9% | +1,521.6% | -852.7% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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