+309.3%
TEL vs DTE
+137.8%
+171.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +4.2% |
| 7D | +1.6% | -2.6% | +4.2% | +2.8% |
| 30D | -0.7% | -4.4% | +3.7% | +1.4% |
| 3M | +2.4% | -8.3% | +10.8% | +6.2% |
| 6M | +4.1% | -8.1% | +12.2% | +7.6% |
| YTD | -5.8% | +4.4% | -10.2% | -8.6% |
| 1Y | +0.9% | +0.2% | +0.7% | -0.3% |
| 3Y | +72.6% | +42.6% | +30.0% | +39.7% |
| 5Y | +57.5% | +31.5% | +26.1% | +31.5% |
| All | +309.3% | +137.8% | +171.5% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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