+310.3%
IVV vs TEL
+283.7%
+26.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +2.6% | +4.5% | -1.9% | +0.4% |
| 30D | -2.0% | +2.9% | -4.9% | -3.5% |
| 3M | -2.8% | +1.1% | -3.9% | -3.9% |
| 6M | +2.2% | +5.0% | -2.8% | -1.4% |
| YTD | +11.5% | -3.9% | +15.4% | +10.3% |
| 1Y | +13.5% | -7.4% | +20.9% | +14.0% |
| 3Y | +78.1% | +81.0% | -2.9% | +23.5% |
| 5Y | +73.1% | +42.3% | +30.8% | +33.5% |
| All | +310.3% | +283.7% | +26.6% | +91.8% |
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