+81.0%
TEL vs DLR
+54.1%
+26.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.1% |
| 7D | +4.5% | +3.3% | +1.2% | +3.2% |
| 30D | +2.9% | +4.6% | -1.7% | +1.2% |
| 3M | +1.1% | -8.3% | +9.4% | +4.5% |
| 6M | +5.0% | -5.6% | +10.6% | +6.8% |
| YTD | -3.9% | +18.7% | -22.6% | -10.0% |
| 1Y | -7.4% | +17.1% | -24.5% | -12.9% |
| 3Y | +81.0% | +54.4% | +26.6% | +52.0% |
| All | +81.0% | +54.1% | +26.9% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling