+213.1%
GLD vs TEL
+301.8%
-88.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -3.4% | -2.3% | -1.1% | -3.3% |
| 30D | -1.1% | -6.1% | +4.9% | -0.8% |
| 3M | +5.8% | +1.7% | +4.1% | +5.7% |
| 6M | -17.1% | +1.6% | -18.7% | -17.2% |
| YTD | 0.0% | -9.1% | +9.1% | +0.2% |
| 1Y | +18.2% | -1.7% | +19.9% | +18.1% |
| 3Y | +122.6% | +67.3% | +55.3% | +118.1% |
| 5Y | +137.1% | +52.1% | +85.0% | +132.1% |
| All | +213.1% | +301.8% | -88.7% | +217.9% |
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