+513.6%
EWT vs TEL
+316.2%
+197.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +0.2% |
| 7D | -1.1% | +1.6% | -2.7% | -1.9% |
| 30D | +4.5% | -0.7% | +5.1% | +4.6% |
| 3M | +8.3% | +2.4% | +5.8% | +6.8% |
| 6M | +54.2% | +4.1% | +50.1% | +49.8% |
| YTD | +74.6% | -5.8% | +80.4% | +76.6% |
| 1Y | +84.9% | +0.9% | +84.0% | +80.7% |
| 3Y | +197.5% | +72.6% | +124.9% | +123.1% |
| 5Y | +150.6% | +57.5% | +93.0% | +92.1% |
| All | +513.6% | +316.2% | +197.4% | +188.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling