+39.9%
EWZ vs TEL
+723.0%
-683.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +6.5% | +3.0% | +3.5% | +4.4% |
| 30D | +4.8% | -3.9% | +8.8% | +7.0% |
| 3M | +9.9% | -5.1% | +15.0% | +12.0% |
| 6M | +1.9% | +0.6% | +1.3% | -1.0% |
| YTD | +20.3% | -7.3% | +27.6% | +21.7% |
| 1Y | +35.6% | +1.1% | +34.5% | +28.8% |
| 3Y | +43.4% | +63.7% | -20.2% | -4.3% |
| 5Y | +55.9% | +50.7% | +5.3% | +4.9% |
| 10Y | +84.2% | +290.2% | -206.0% | -37.9% |
| All | +39.9% | +723.0% | -683.1% | -73.2% |
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