+40.0%
IWM vs TEL
+49.6%
-9.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.5% |
| 7D | +1.4% | -1.4% | +2.9% | +2.1% |
| 30D | -2.3% | -4.9% | +2.6% | +0.2% |
| 3M | +4.0% | +0.1% | +3.9% | +3.0% |
| 6M | +17.9% | +0.4% | +17.6% | +15.0% |
| YTD | +20.2% | -8.9% | +29.1% | +23.0% |
| 1Y | +25.0% | -0.3% | +25.3% | +19.8% |
| 3Y | +66.0% | +67.6% | -1.6% | +9.5% |
| 5Y | +40.0% | +50.7% | -10.6% | -2.8% |
| All | +40.0% | +49.6% | -9.5% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling