+707.2%
EWT vs TEL
+707.4%
-0.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.3% |
| 7D | +2.1% | +1.2% | +0.9% | +1.5% |
| 30D | +9.4% | -4.1% | +13.5% | +11.4% |
| 3M | +10.9% | -2.6% | +13.4% | +11.9% |
| 6M | +57.9% | 0.0% | +57.9% | +56.3% |
| YTD | +75.9% | -9.1% | +85.0% | +81.1% |
| 1Y | +89.7% | -0.8% | +90.5% | +86.9% |
| 3Y | +200.9% | +67.4% | +133.5% | +127.5% |
| 5Y | +154.5% | +51.8% | +102.7% | +97.7% |
| 10Y | +520.8% | +299.4% | +221.3% | +186.7% |
| All | +707.2% | +707.4% | -0.2% | +143.0% |
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 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