+620.7%
IVV vs TEL
+723.0%
-102.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.2% |
| 7D | +0.1% | +3.0% | -2.8% | -1.3% |
| 30D | +0.1% | -3.9% | +4.0% | +1.7% |
| 3M | +2.0% | -5.1% | +7.1% | +3.8% |
| 6M | +13.0% | +0.6% | +12.4% | +10.9% |
| YTD | +13.6% | -7.3% | +20.9% | +14.8% |
| 1Y | +20.1% | +1.1% | +18.9% | +15.9% |
| 3Y | +77.6% | +63.7% | +13.9% | +34.2% |
| 5Y | +82.5% | +50.7% | +31.8% | +41.4% |
| 10Y | +316.5% | +290.2% | +26.4% | +100.3% |
| All | +620.7% | +723.0% | -102.4% | +116.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling