+1,076.5%
TEL vs DG
+577.8%
+498.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.3% | -1.0% |
| 7D | -1.4% | -2.5% | +1.0% | -1.0% |
| 30D | -4.9% | +1.0% | -5.9% | -5.1% |
| 3M | +0.1% | +20.3% | -20.2% | -3.5% |
| 6M | +0.4% | -11.7% | +12.1% | +2.2% |
| YTD | -8.9% | -2.3% | -6.6% | -9.1% |
| 1Y | -0.3% | +20.0% | -20.3% | -4.7% |
| 3Y | +67.6% | +7.2% | +60.4% | +57.6% |
| 5Y | +50.7% | -37.9% | +88.6% | +59.9% |
| 10Y | +288.6% | +107.3% | +181.3% | +207.8% |
| All | +1,076.5% | +577.8% | +498.7% | +542.5% |
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