+319.7%
EWY vs TEL
+707.4%
-387.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | +6.7% | +1.2% | +5.4% | +5.8% |
| 30D | +17.0% | -4.1% | +21.1% | +19.7% |
| 3M | +3.7% | -2.6% | +6.2% | +5.5% |
| 6M | +42.5% | 0.0% | +42.5% | +41.8% |
| YTD | +96.2% | -9.1% | +105.3% | +105.5% |
| 1Y | +160.4% | -0.8% | +161.2% | +158.3% |
| 3Y | +231.7% | +67.4% | +164.3% | +134.4% |
| 5Y | +153.3% | +51.8% | +101.5% | +85.2% |
| 10Y | +308.8% | +299.4% | +9.4% | +55.1% |
| All | +319.7% | +707.4% | -387.7% | -16.4% |
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