+309.3%
TEL vs DG
+101.8%
+207.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.4% |
| 7D | +1.6% | -6.5% | +8.1% | +2.8% |
| 30D | -0.7% | +4.2% | -4.8% | -1.4% |
| 3M | +2.4% | +9.5% | -7.1% | +0.6% |
| 6M | +4.1% | -13.1% | +17.3% | +6.2% |
| YTD | -5.8% | -4.8% | -1.0% | -5.5% |
| 1Y | +0.9% | +20.6% | -19.7% | -3.3% |
| 3Y | +72.6% | +4.9% | +67.7% | +63.7% |
| 5Y | +57.5% | -37.9% | +95.4% | +70.9% |
| All | +309.3% | +101.8% | +207.6% | +219.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling