+128.5%
GLD vs TEL
+69.5%
+59.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | -0.5% | +3.0% | -3.5% | -0.8% |
| 30D | +4.4% | -3.9% | +8.3% | +4.8% |
| 3M | -1.1% | -5.1% | +4.0% | -0.8% |
| 6M | -13.8% | +0.6% | -14.4% | -14.0% |
| YTD | +2.6% | -7.3% | +9.9% | +2.4% |
| 1Y | +24.5% | +1.1% | +23.4% | +24.1% |
| All | +128.5% | +69.5% | +59.0% | +128.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling