+77.5%
TEL vs DOCS
-20.2%
+97.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +5.6% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +0.2% | +7.8% | -7.6% | -0.6% |
| 3M | +1.5% | +20.0% | -18.5% | -0.5% |
| 6M | +6.9% | +26.5% | -19.6% | +3.2% |
| YTD | -2.8% | -25.8% | +23.0% | -1.1% |
| 1Y | -8.8% | -39.5% | +30.7% | -5.1% |
| 3Y | +84.3% | +60.3% | +23.9% | +65.7% |
| 5Y | +46.8% | -57.0% | +103.8% | +41.3% |
| All | +77.5% | -20.2% | +97.7% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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