+222.9%
EWY vs TEL
+71.6%
+151.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.6% | -0.3% | +1.3% |
| 7D | -0.1% | +1.6% | -1.7% | -0.9% |
| 30D | +7.3% | -0.7% | +8.0% | +7.7% |
| 3M | -5.1% | +2.4% | -7.6% | -6.2% |
| 6M | +42.1% | +4.1% | +37.9% | +37.9% |
| YTD | +94.1% | -5.8% | +99.9% | +96.8% |
| 1Y | +147.8% | +0.9% | +146.9% | +142.9% |
| 3Y | +222.9% | +72.6% | +150.3% | +134.3% |
| All | +222.9% | +71.6% | +151.3% | +134.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling