-7.4%
TEL vs DLR
+13.8%
-21.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.3% |
| 7D | +4.5% | +3.3% | +1.2% | +2.7% |
| 30D | +2.9% | +4.6% | -1.7% | +0.7% |
| 3M | +1.1% | -8.3% | +9.4% | +5.2% |
| 6M | +5.0% | -5.6% | +10.6% | +7.6% |
| YTD | -3.9% | +18.7% | -22.6% | -14.4% |
| 1Y | -7.4% | +17.1% | -24.5% | -17.0% |
| All | -7.4% | +13.8% | -21.3% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling