+196.7%
EXC vs TEL
+283.7%
-87.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.5% |
| 7D | +1.4% | +4.5% | -3.1% | +0.1% |
| 30D | +8.6% | +2.9% | +5.7% | +7.4% |
| 3M | +2.4% | +1.1% | +1.3% | +1.5% |
| 6M | +6.5% | +5.0% | +1.5% | +3.8% |
| YTD | +9.0% | -3.9% | +12.9% | +7.9% |
| 1Y | +4.6% | -7.4% | +12.0% | +4.4% |
| 3Y | +33.5% | +81.0% | -47.5% | +0.9% |
| 5Y | +41.4% | +42.3% | -0.9% | +15.8% |
| All | +196.7% | +283.7% | -87.0% | +45.5% |
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 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