+171.7%
IWM vs TEL
+291.3%
-119.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -1.1% | +1.2% | -2.4% | -1.9% |
| 30D | -3.1% | -4.1% | +1.0% | -1.0% |
| 3M | +2.2% | -2.6% | +4.8% | +2.9% |
| 6M | +15.1% | 0.0% | +15.1% | +12.4% |
| YTD | +18.6% | -9.1% | +27.6% | +21.6% |
| 1Y | +24.0% | -0.8% | +24.8% | +19.5% |
| 3Y | +63.7% | +67.4% | -3.6% | +9.4% |
| 5Y | +38.2% | +51.8% | -13.6% | -3.0% |
| 10Y | +171.7% | +299.4% | -127.7% | -1.4% |
| All | +171.7% | +291.3% | -119.6% | -1.4% |
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 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