+157.2%
EXC vs TEL
+301.8%
-144.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.6% | -2.3% | +0.7% | -1.0% |
| 30D | -2.4% | -6.1% | +3.7% | -0.8% |
| 3M | -4.0% | +1.7% | -5.7% | -4.9% |
| 6M | -9.8% | +1.6% | -11.4% | -11.5% |
| YTD | +2.3% | -9.1% | +11.4% | +3.3% |
| 1Y | +3.8% | -1.7% | +5.5% | +1.5% |
| 3Y | +19.7% | +67.3% | -47.6% | -6.8% |
| 5Y | +45.6% | +52.1% | -6.5% | +14.7% |
| All | +157.2% | +301.8% | -144.6% | +25.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling