+529.7%
GLD vs TEL
+723.0%
-193.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | -0.5% | +3.0% | -3.5% | -0.6% |
| 30D | +4.4% | -3.9% | +8.3% | +4.5% |
| 3M | -1.1% | -5.1% | +4.0% | -1.0% |
| 6M | -13.8% | +0.6% | -14.4% | -13.8% |
| YTD | +2.6% | -7.3% | +9.9% | +2.7% |
| 1Y | +24.5% | +1.1% | +23.4% | +24.4% |
| 3Y | +125.8% | +63.7% | +62.2% | +123.3% |
| 5Y | +137.8% | +50.7% | +87.1% | +135.0% |
| 10Y | +221.4% | +290.2% | -68.8% | +213.4% |
| All | +529.7% | +723.0% | -193.3% | +475.8% |
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