+56.5%
TEL vs DG
-37.9%
+94.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.5% |
| 7D | +1.6% | -6.5% | +8.1% | +2.2% |
| 30D | -0.7% | +4.2% | -4.8% | -1.1% |
| 3M | +2.4% | +9.5% | -7.1% | +1.4% |
| 6M | +4.1% | -13.1% | +17.3% | +5.3% |
| YTD | -5.8% | -4.8% | -1.0% | -5.5% |
| 1Y | +0.9% | +20.6% | -19.7% | -1.0% |
| 3Y | +72.6% | +4.9% | +67.7% | +69.2% |
| All | +56.5% | -37.9% | +94.4% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling