+256.9%
HL vs TEL
+316.2%
-59.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -3.3% |
| 7D | -4.4% | +1.6% | -5.9% | -5.3% |
| 30D | +9.3% | -0.7% | +10.0% | +9.3% |
| 3M | +32.0% | +2.4% | +29.6% | +29.4% |
| 6M | -6.4% | +4.1% | -10.6% | -9.8% |
| YTD | +3.1% | -5.8% | +9.0% | +5.2% |
| 1Y | +77.6% | +0.9% | +76.7% | +73.6% |
| 3Y | +392.8% | +72.6% | +320.2% | +236.9% |
| 5Y | +234.1% | +57.5% | +176.6% | +137.3% |
| All | +256.9% | +316.2% | -59.3% | +36.1% |
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