+76.4%
EXC vs TEL
+723.0%
-646.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +0.3% | +3.0% | -2.7% | -0.7% |
| 30D | -3.7% | -3.9% | +0.2% | -2.6% |
| 3M | -1.3% | -5.1% | +3.8% | -0.3% |
| 6M | -9.7% | +0.6% | -10.3% | -11.2% |
| YTD | +2.9% | -7.3% | +10.2% | +3.2% |
| 1Y | +4.4% | +1.1% | +3.2% | +1.1% |
| 3Y | +22.2% | +63.7% | -41.5% | -2.8% |
| 5Y | +46.7% | +50.7% | -4.0% | +17.5% |
| 10Y | +155.3% | +290.2% | -134.8% | +39.0% |
| All | +76.4% | +723.0% | -646.6% | -35.5% |
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 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