-8.6%
TEL vs DT
-5.1%
-3.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -0.5% | -25.5% | +25.1% | +0.2% |
| 30D | +0.6% | -22.3% | +22.9% | +1.2% |
| 3M | +2.0% | +2.3% | -0.4% | +2.4% |
| 6M | +8.1% | +20.7% | -12.6% | +9.0% |
| YTD | -2.2% | +7.9% | -10.1% | -1.3% |
| 1Y | -8.6% | -5.7% | -2.9% | -4.4% |
| All | -8.6% | -5.1% | -3.5% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling