+668.7%
TEL vs DTE
+546.7%
+122.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.7% |
| 7D | -2.3% | -2.0% | -0.3% | -1.1% |
| 30D | -6.1% | -2.4% | -3.7% | -4.7% |
| 3M | +1.7% | -7.3% | +9.0% | +5.9% |
| 6M | +1.6% | -7.6% | +9.3% | +5.7% |
| YTD | -9.1% | +5.8% | -14.9% | -13.2% |
| 1Y | -1.7% | +2.3% | -4.0% | -4.4% |
| 3Y | +67.3% | +45.0% | +22.3% | +27.0% |
| 5Y | +52.1% | +33.2% | +18.9% | +19.7% |
| 10Y | +299.3% | +141.4% | +157.9% | +92.7% |
| All | +668.7% | +546.7% | +122.0% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling