+1,141.6%
TEL vs DG
+614.5%
+527.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | +4.5% | +0.3% | +4.2% | +4.5% |
| 30D | +2.9% | +3.2% | -0.3% | +2.1% |
| 3M | +1.1% | +10.4% | -9.3% | -1.0% |
| 6M | +5.0% | +33.2% | -28.2% | -1.1% |
| YTD | -3.9% | +3.0% | -6.8% | -5.2% |
| 1Y | -7.4% | +31.2% | -38.7% | -13.1% |
| 3Y | +81.0% | +21.8% | +59.2% | +65.3% |
| 5Y | +42.3% | -35.0% | +77.3% | +49.4% |
| 10Y | +284.8% | +106.0% | +178.8% | +204.8% |
| All | +1,141.6% | +614.5% | +527.1% | +569.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling