+42.4%
TEL vs DLR
+35.0%
+7.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.1% |
| 7D | +4.5% | +3.3% | +1.2% | +3.1% |
| 30D | +2.9% | +4.6% | -1.7% | +1.1% |
| 3M | +1.1% | -8.3% | +9.4% | +4.7% |
| 6M | +5.0% | -5.6% | +10.6% | +6.9% |
| YTD | -3.9% | +18.7% | -22.6% | -10.7% |
| 1Y | -7.4% | +17.1% | -24.5% | -13.6% |
| 3Y | +81.0% | +54.4% | +26.6% | +47.0% |
| All | +42.4% | +35.0% | +7.3% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling