+65.8%
EMR vs TEL
+50.8%
+15.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +0.9% | +1.2% | -0.3% | +0.1% |
| 30D | -5.0% | -4.1% | -0.8% | -2.8% |
| 3M | +5.9% | -2.6% | +8.5% | +7.2% |
| 6M | +7.3% | 0.0% | +7.3% | +6.3% |
| YTD | +14.6% | -9.1% | +23.6% | +18.9% |
| 1Y | +15.6% | -0.8% | +16.5% | +13.1% |
| 3Y | +60.2% | +67.4% | -7.2% | +11.2% |
| 5Y | +65.8% | +51.8% | +14.1% | +19.0% |
| All | +65.8% | +50.8% | +15.0% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling