-66.0%
C vs TEL
+759.0%
-825.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.6% |
| 7D | -0.4% | -0.9% | +0.6% | +0.2% |
| 30D | -5.2% | -0.2% | -4.9% | -5.4% |
| 3M | -9.1% | +2.0% | -11.1% | -11.6% |
| 6M | -1.6% | +6.4% | -8.0% | -8.6% |
| YTD | +6.9% | -3.2% | +10.2% | +4.2% |
| 1Y | +23.0% | -11.2% | +34.1% | +27.6% |
| 3Y | +216.1% | +79.8% | +136.4% | +77.9% |
| 5Y | +112.2% | +46.6% | +65.7% | +36.3% |
| 10Y | +208.8% | +288.1% | -79.3% | -18.1% |
| All | -66.0% | +759.0% | -825.0% | -96.2% |
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