+791.9%
LOW vs TEL
+707.4%
+84.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -0.6% | +1.2% | -1.8% | -1.2% |
| 30D | -9.3% | -4.1% | -5.2% | -7.6% |
| 3M | -8.1% | -2.6% | -5.5% | -7.5% |
| 6M | -19.8% | 0.0% | -19.8% | -20.8% |
| YTD | -16.4% | -9.1% | -7.3% | -14.1% |
| 1Y | -24.7% | -0.8% | -23.8% | -26.6% |
| 3Y | -8.8% | +67.4% | -76.2% | -33.8% |
| 5Y | +7.8% | +51.8% | -44.0% | -18.8% |
| 10Y | +233.8% | +299.4% | -65.6% | +50.6% |
| All | +791.9% | +707.4% | +84.5% | +147.8% |
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 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