+309.3%
TEL vs DGX
+255.3%
+54.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +2.9% |
| 7D | +1.6% | -0.9% | +2.5% | +1.9% |
| 30D | -0.7% | -1.2% | +0.5% | -0.3% |
| 3M | +2.4% | +15.8% | -13.3% | -3.7% |
| 6M | +4.1% | +18.2% | -14.0% | -3.1% |
| YTD | -5.8% | +37.2% | -43.0% | -17.9% |
| 1Y | +0.9% | +30.4% | -29.5% | -10.5% |
| 3Y | +72.6% | +96.7% | -24.1% | +24.4% |
| 5Y | +57.5% | +67.2% | -9.6% | +20.4% |
| All | +309.3% | +255.3% | +54.0% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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