+432.8%
EMR vs TEL
+723.0%
-290.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | -1.5% | +3.0% | -4.5% | -3.4% |
| 30D | -5.6% | -3.9% | -1.7% | -3.5% |
| 3M | +7.9% | -5.1% | +13.1% | +10.9% |
| 6M | +6.0% | +0.6% | +5.4% | +4.8% |
| YTD | +16.4% | -7.3% | +23.7% | +19.7% |
| 1Y | +16.6% | +1.1% | +15.5% | +13.3% |
| 3Y | +62.9% | +63.7% | -0.8% | +16.7% |
| 5Y | +60.1% | +50.7% | +9.4% | +18.4% |
| 10Y | +268.7% | +290.2% | -21.4% | +53.3% |
| All | +432.8% | +723.0% | -290.2% | +24.2% |
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