+668.7%
TEL vs DGX
+518.8%
+149.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.9% |
| 7D | -2.3% | -3.5% | +1.2% | -0.6% |
| 30D | -6.1% | -2.7% | -3.4% | -5.0% |
| 3M | +1.7% | +13.9% | -12.2% | -5.1% |
| 6M | +1.6% | +16.0% | -14.4% | -6.3% |
| YTD | -9.1% | +34.9% | -44.0% | -22.6% |
| 1Y | -1.7% | +30.6% | -32.2% | -15.3% |
| 3Y | +67.3% | +93.0% | -25.7% | +14.4% |
| 5Y | +52.1% | +64.4% | -12.3% | +11.1% |
| 10Y | +299.3% | +248.1% | +51.2% | +80.7% |
| All | +668.7% | +518.8% | +149.9% | +122.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling