+18.2%
EWZ vs TEL
+716.6%
-698.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | -1.5% | -2.8% | +1.3% | +0.1% |
| 30D | -24.5% | -4.1% | -20.4% | -23.3% |
| 3M | -10.7% | -3.4% | -7.3% | -10.3% |
| 6M | -19.1% | -3.5% | -15.6% | -19.6% |
| YTD | +1.6% | -8.0% | +9.6% | +2.1% |
| 1Y | +4.3% | -13.7% | +18.0% | +8.4% |
| 3Y | +19.0% | +71.9% | -53.0% | -24.1% |
| 5Y | +57.7% | +40.9% | +16.8% | +10.0% |
| 10Y | +51.3% | +293.3% | -242.0% | -49.9% |
| All | +18.2% | +716.6% | -698.4% | -77.6% |
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