+452.9%
GS vs TEL
+762.9%
-310.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.7% | -1.0% | +1.0% |
| 7D | +0.8% | +0.6% | +0.3% | +0.5% |
| 30D | +1.2% | +0.2% | +1.0% | +1.0% |
| 3M | -12.4% | +1.5% | -13.9% | -13.7% |
| 6M | -2.3% | +6.9% | -9.2% | -7.6% |
| YTD | +4.6% | -2.8% | +7.4% | +3.4% |
| 1Y | +17.5% | -8.8% | +26.3% | +20.6% |
| 3Y | +202.0% | +84.3% | +117.7% | +92.6% |
| 5Y | +152.4% | +46.8% | +105.6% | +82.4% |
| 10Y | +478.5% | +294.7% | +183.8% | +109.2% |
| All | +452.9% | +762.9% | -310.0% | +11.8% |
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