+430.5%
EMR vs TEL
+708.6%
-278.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | +0.6% |
| 7D | +3.1% | -1.4% | +4.5% | +3.9% |
| 30D | -3.5% | -4.9% | +1.3% | -0.8% |
| 3M | +9.8% | +0.1% | +9.7% | +9.3% |
| 6M | +10.8% | +0.4% | +10.4% | +9.7% |
| YTD | +15.9% | -8.9% | +24.9% | +20.5% |
| 1Y | +16.4% | -0.3% | +16.7% | +14.1% |
| 3Y | +62.1% | +67.6% | -5.5% | +14.6% |
| 5Y | +62.9% | +50.7% | +12.2% | +20.5% |
| 10Y | +267.8% | +288.6% | -20.9% | +53.3% |
| All | +430.5% | +708.6% | -278.1% | +24.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling