+603.6%
IVV vs TEL
+759.0%
-155.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | -0.6% | -0.9% | +0.3% | -0.2% |
| 30D | -3.7% | -0.2% | -3.4% | -3.8% |
| 3M | -2.7% | +2.0% | -4.7% | -4.2% |
| 6M | +2.2% | +6.4% | -4.2% | -1.9% |
| YTD | +10.9% | -3.2% | +14.1% | +9.5% |
| 1Y | +11.3% | -11.2% | +22.5% | +14.0% |
| 3Y | +76.9% | +79.8% | -2.9% | +27.7% |
| 5Y | +73.5% | +46.6% | +26.9% | +35.9% |
| 10Y | +307.4% | +288.1% | +19.3% | +95.6% |
| All | +603.6% | +759.0% | -155.4% | +106.4% |
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