+158.4%
TEL vs DT
+103.5%
+54.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | 0.0% |
| 7D | +3.0% | -3.3% | +6.3% | +3.8% |
| 30D | -3.9% | +2.0% | -6.0% | -4.6% |
| 3M | -5.1% | +20.0% | -25.1% | -9.8% |
| 6M | +0.6% | +39.3% | -38.7% | -9.2% |
| YTD | -7.3% | +19.8% | -27.0% | -13.3% |
| 1Y | +1.1% | +4.3% | -3.1% | -2.1% |
| 3Y | +63.7% | +7.7% | +56.0% | +54.5% |
| 5Y | +50.7% | -26.8% | +77.5% | +49.1% |
| All | +158.4% | +103.5% | +54.8% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling