+18.8%
EWZ vs TEL
+759.0%
-740.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.1% |
| 7D | +1.3% | -0.9% | +2.2% | +1.7% |
| 30D | -26.2% | -0.2% | -25.9% | -26.7% |
| 3M | -8.6% | +2.0% | -10.7% | -11.3% |
| 6M | -17.0% | +6.4% | -23.5% | -22.4% |
| YTD | +2.2% | -3.2% | +5.4% | -0.6% |
| 1Y | +2.7% | -11.2% | +13.8% | +4.8% |
| 3Y | +18.2% | +79.8% | -61.6% | -26.6% |
| 5Y | +56.0% | +46.6% | +9.5% | +6.3% |
| 10Y | +60.8% | +288.1% | -227.3% | -46.1% |
| All | +18.8% | +759.0% | -740.1% | -78.1% |
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