+285.8%
TEL vs DLR
+188.2%
+97.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | 0.0% |
| 7D | +4.5% | +3.3% | +1.2% | +3.3% |
| 30D | +2.9% | +4.6% | -1.7% | +1.3% |
| 3M | +1.1% | -8.3% | +9.4% | +4.3% |
| 6M | +5.0% | -5.6% | +10.6% | +6.7% |
| YTD | -3.9% | +18.7% | -22.6% | -9.9% |
| 1Y | -7.4% | +17.1% | -24.5% | -12.9% |
| 3Y | +81.0% | +54.4% | +26.6% | +51.7% |
| 5Y | +42.3% | +36.5% | +5.8% | +21.3% |
| All | +285.8% | +188.2% | +97.6% | +169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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