+279.5%
TEL vs DOC
+14.9%
+264.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.2% | -6.0% | -6.2% |
| 7D | -7.4% | +6.2% | -13.6% | -9.6% |
| 30D | -6.0% | +6.5% | -12.5% | -8.5% |
| 3M | -5.0% | -6.2% | +1.3% | -2.8% |
| 6M | +0.5% | +25.6% | -25.1% | -9.5% |
| YTD | -8.3% | +32.1% | -40.4% | -19.5% |
| 1Y | -16.2% | +20.3% | -36.5% | -23.6% |
| 3Y | +71.6% | +42.7% | +28.8% | +41.8% |
| 5Y | +40.4% | -22.2% | +62.6% | +49.8% |
| All | +279.5% | +14.9% | +264.6% | +243.4% |
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