+92.6%
EWZ vs TEL
+291.3%
-198.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -0.1% | +1.2% | -1.3% | -0.8% |
| 30D | +8.2% | -4.1% | +12.3% | +10.2% |
| 3M | +13.3% | -2.6% | +15.9% | +13.6% |
| 6M | +3.6% | 0.0% | +3.6% | +1.3% |
| YTD | +21.0% | -9.1% | +30.0% | +23.6% |
| 1Y | +34.7% | -0.8% | +35.5% | +30.0% |
| 3Y | +48.3% | +67.4% | -19.1% | +0.8% |
| 5Y | +60.1% | +51.8% | +8.3% | +11.0% |
| 10Y | +92.6% | +299.4% | -206.9% | -37.3% |
| All | +92.6% | +291.3% | -198.8% | -37.3% |
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