-61.9%
C vs TEL
+723.0%
-785.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +3.6% | +3.0% | +0.7% | +1.1% |
| 30D | +0.1% | -3.9% | +4.0% | +2.9% |
| 3M | +2.4% | -5.1% | +7.5% | +5.3% |
| 6M | +24.9% | +0.6% | +24.3% | +20.7% |
| YTD | +19.8% | -7.3% | +27.1% | +21.8% |
| 1Y | +44.9% | +1.1% | +43.7% | +35.6% |
| 3Y | +263.0% | +63.7% | +199.3% | +121.7% |
| 5Y | +129.5% | +50.7% | +78.9% | +43.9% |
| 10Y | +291.6% | +290.2% | +1.4% | +3.8% |
| All | -61.9% | +723.0% | -785.0% | -95.5% |
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