+213.7%
ICE vs TEL
+316.2%
-102.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | -0.1% |
| 7D | -2.4% | +1.6% | -4.0% | -2.9% |
| 30D | +4.0% | -0.7% | +4.7% | +4.1% |
| 3M | +13.7% | +2.4% | +11.2% | +12.2% |
| 6M | +0.9% | +4.1% | -3.2% | -2.0% |
| YTD | -2.1% | -5.8% | +3.7% | -2.3% |
| 1Y | -9.5% | +0.9% | -10.4% | -12.4% |
| 3Y | +42.1% | +72.6% | -30.5% | +9.4% |
| 5Y | +41.4% | +57.5% | -16.2% | +10.7% |
| All | +213.7% | +316.2% | -102.5% | +62.8% |
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