+683.8%
TEL vs DOC
+116.5%
+567.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.3% |
| 7D | +3.0% | -1.5% | +4.4% | +3.5% |
| 30D | -3.9% | -4.8% | +0.8% | -2.2% |
| 3M | -5.1% | +6.9% | -12.0% | -7.8% |
| 6M | +0.6% | +20.7% | -20.1% | -7.5% |
| YTD | -7.3% | +34.1% | -41.4% | -18.4% |
| 1Y | +1.1% | +22.6% | -21.5% | -8.0% |
| 3Y | +63.7% | +20.8% | +42.9% | +46.6% |
| 5Y | +50.7% | -24.9% | +75.5% | +61.7% |
| 10Y | +290.2% | -1.8% | +292.0% | +256.1% |
| All | +683.8% | +116.5% | +567.3% | +343.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling