+295.9%
TEL vs DOC
-2.1%
+298.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.4% |
| 7D | +3.0% | -1.5% | +4.4% | +3.6% |
| 30D | -3.9% | -4.8% | +0.8% | -2.1% |
| 3M | -5.1% | +6.9% | -12.0% | -7.9% |
| 6M | +0.6% | +20.7% | -20.1% | -7.8% |
| YTD | -7.3% | +34.1% | -41.4% | -18.9% |
| 1Y | +1.1% | +22.6% | -21.5% | -8.4% |
| 3Y | +63.7% | +20.8% | +42.9% | +45.8% |
| 5Y | +50.7% | -24.9% | +75.5% | +63.3% |
| All | +295.9% | -2.1% | +298.0% | +277.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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