+227.5%
LOW vs TEL
+316.2%
-88.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -1.8% |
| 7D | -3.7% | +1.6% | -5.3% | -4.6% |
| 30D | -8.9% | -0.7% | -8.2% | -8.9% |
| 3M | -10.4% | +2.4% | -12.8% | -12.2% |
| 6M | -19.4% | +4.1% | -23.5% | -22.4% |
| YTD | -17.1% | -5.8% | -11.3% | -16.4% |
| 1Y | -26.3% | +0.9% | -27.1% | -29.2% |
| 3Y | -9.9% | +72.6% | -82.5% | -39.0% |
| 5Y | +6.1% | +57.5% | -51.4% | -25.6% |
| All | +227.5% | +316.2% | -88.7% | +27.4% |
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