+333.5%
IWM vs TEL
+759.2%
-425.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.2% |
| 7D | +2.8% | +5.6% | -2.8% | -0.4% |
| 30D | +0.6% | +0.9% | -0.3% | -0.1% |
| 3M | -7.8% | +2.1% | -9.9% | -9.6% |
| 6M | -1.0% | +2.7% | -3.7% | -3.9% |
| YTD | +13.9% | -3.2% | +17.1% | +12.2% |
| 1Y | +15.4% | -10.6% | +26.1% | +18.7% |
| 3Y | +70.2% | +79.8% | -9.6% | +14.5% |
| 5Y | +23.7% | +43.3% | -19.6% | -6.0% |
| 10Y | +147.8% | +287.5% | -139.7% | +4.1% |
| All | +333.5% | +759.2% | -425.7% | +1.5% |
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