+211.8%
GLD vs TEL
+293.2%
-81.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | -2.0% | -0.4% | -1.6% | -2.0% |
| 30D | -4.4% | +1.0% | -5.4% | -4.5% |
| 3M | -8.9% | +0.7% | -9.6% | -9.0% |
| 6M | -16.0% | +7.3% | -23.3% | -16.4% |
| YTD | -7.9% | -2.5% | -5.3% | -8.1% |
| 1Y | -3.9% | -10.3% | +6.4% | -3.9% |
| 3Y | +103.4% | +81.1% | +22.3% | +98.2% |
| 5Y | +109.7% | +45.3% | +64.5% | +104.8% |
| 10Y | +211.8% | +290.3% | -78.4% | +209.9% |
| All | +211.8% | +293.2% | -81.3% | +209.9% |
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