+137.9%
EFA vs TEL
+707.4%
-569.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.0% |
| 7D | -0.5% | +1.2% | -1.7% | -1.1% |
| 30D | -1.3% | -4.1% | +2.8% | +0.4% |
| 3M | +5.2% | -2.6% | +7.8% | +5.8% |
| 6M | +9.4% | 0.0% | +9.3% | +7.6% |
| YTD | +12.7% | -9.1% | +21.8% | +15.3% |
| 1Y | +19.3% | -0.8% | +20.1% | +16.3% |
| 3Y | +66.3% | +67.4% | -1.0% | +22.3% |
| 5Y | +53.4% | +51.8% | +1.6% | +16.0% |
| 10Y | +144.4% | +299.4% | -155.0% | +6.4% |
| All | +137.9% | +707.4% | -569.5% | -37.9% |
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