+231.1%
GM vs TEL
+316.2%
-85.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | -3.3% |
| 7D | -2.4% | +1.6% | -4.0% | -3.7% |
| 30D | -1.1% | -0.7% | -0.5% | -1.0% |
| 3M | +6.1% | +2.4% | +3.7% | +3.2% |
| 6M | +15.0% | +4.1% | +10.8% | +8.6% |
| YTD | +6.0% | -5.8% | +11.8% | +6.7% |
| 1Y | +47.1% | +0.9% | +46.2% | +38.5% |
| 3Y | +170.5% | +72.6% | +97.9% | +58.4% |
| 5Y | +80.5% | +57.5% | +22.9% | +14.0% |
| All | +231.1% | +316.2% | -85.1% | -2.8% |
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 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