+162.5%
TEL vs DT
+100.3%
+62.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.7% |
| 7D | +1.6% | -1.6% | +3.2% | +2.0% |
| 30D | -0.7% | +3.0% | -3.7% | -1.6% |
| 3M | +2.4% | +26.5% | -24.1% | -4.0% |
| 6M | +4.1% | +35.9% | -31.8% | -5.4% |
| YTD | -5.8% | +17.8% | -23.7% | -11.6% |
| 1Y | +0.9% | +4.1% | -3.2% | -2.2% |
| 3Y | +72.6% | +5.3% | +67.3% | +63.9% |
| 5Y | +57.5% | -27.2% | +84.7% | +56.0% |
| All | +162.5% | +100.3% | +62.2% | +83.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling