+322.1%
IVV vs TEL
+291.3%
+30.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.3% |
| 7D | -0.4% | +1.2% | -1.6% | -0.9% |
| 30D | -1.4% | -4.1% | +2.7% | +0.3% |
| 3M | +3.7% | -2.6% | +6.3% | +4.3% |
| 6M | +13.0% | 0.0% | +13.0% | +10.9% |
| YTD | +12.4% | -9.1% | +21.5% | +14.6% |
| 1Y | +18.6% | -0.8% | +19.4% | +15.0% |
| 3Y | +78.1% | +67.4% | +10.7% | +28.6% |
| 5Y | +82.3% | +51.8% | +30.5% | +36.0% |
| 10Y | +322.1% | +299.4% | +22.7% | +89.7% |
| All | +322.1% | +291.3% | +30.8% | +89.7% |
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