+1,559.5%
HWM vs TEL
+300.1%
+1,259.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.8% | -1.9% |
| 7D | -11.4% | +1.6% | -13.0% | -12.4% |
| 30D | -18.5% | -0.7% | -17.8% | -18.3% |
| 3M | -13.2% | +2.4% | -15.6% | -15.7% |
| 6M | -8.7% | +4.1% | -12.8% | -13.5% |
| YTD | +12.2% | -5.8% | +18.0% | +13.1% |
| 1Y | +24.9% | +0.9% | +24.0% | +18.2% |
| 3Y | +383.9% | +72.6% | +311.3% | +183.9% |
| 5Y | +646.1% | +57.5% | +588.6% | +361.9% |
| All | +1,559.5% | +300.1% | +1,259.4% | +367.1% |
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