+83.7%
B vs TEL
+759.2%
-675.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.0% |
| 7D | -6.2% | +5.6% | -11.8% | -7.3% |
| 30D | -6.6% | +0.9% | -7.5% | -6.8% |
| 3M | -7.9% | +2.1% | -10.0% | -8.4% |
| 6M | -16.8% | +2.7% | -19.5% | -17.4% |
| YTD | -11.7% | -3.2% | -8.5% | -11.5% |
| 1Y | +3.5% | -10.6% | +14.1% | +5.3% |
| 3Y | +165.7% | +79.8% | +85.9% | +133.6% |
| 5Y | +108.4% | +43.3% | +65.1% | +89.0% |
| 10Y | +212.7% | +287.5% | -74.8% | +124.1% |
| All | +83.7% | +759.2% | -675.5% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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