+727.3%
TEL vs DOC
+113.7%
+613.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -1.0% |
| 7D | -0.5% | +8.7% | -9.2% | -3.7% |
| 30D | +0.6% | +7.6% | -7.0% | -2.4% |
| 3M | +2.0% | -5.3% | +7.2% | +3.8% |
| 6M | +8.1% | +27.6% | -19.5% | -2.9% |
| YTD | -2.2% | +32.4% | -34.6% | -13.7% |
| 1Y | -8.6% | +22.9% | -31.5% | -17.0% |
| 3Y | +83.1% | +43.1% | +40.0% | +53.3% |
| 5Y | +53.6% | -21.4% | +75.0% | +61.7% |
| 10Y | +318.4% | +16.8% | +301.6% | +257.2% |
| All | +727.3% | +113.7% | +613.6% | +369.2% |
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