+482.2%
EMR vs TEL
+753.4%
-271.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | +2.8% | +4.5% | -1.7% | +0.2% |
| 30D | +3.7% | +2.9% | +0.8% | +1.7% |
| 3M | +2.0% | +1.1% | +0.9% | +0.9% |
| 6M | +22.1% | +5.0% | +17.1% | +17.7% |
| YTD | +27.2% | -3.9% | +31.1% | +27.7% |
| 1Y | +32.0% | -7.4% | +39.5% | +35.2% |
| 3Y | +103.3% | +81.0% | +22.3% | +37.0% |
| 5Y | +88.2% | +42.3% | +45.9% | +44.0% |
| 10Y | +280.4% | +284.8% | -4.4% | +58.6% |
| All | +482.2% | +753.4% | -271.2% | +32.4% |
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