+533.8%
O vs TEL
+753.4%
-219.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.5% |
| 7D | -0.4% | +4.5% | -4.9% | -2.3% |
| 30D | +7.1% | +2.9% | +4.2% | +5.3% |
| 3M | -5.2% | +1.1% | -6.4% | -6.6% |
| 6M | -1.8% | +5.0% | -6.8% | -5.6% |
| YTD | +9.1% | -3.9% | +12.9% | +7.0% |
| 1Y | +9.7% | -7.4% | +17.1% | +9.0% |
| 3Y | +39.1% | +81.0% | -41.8% | -2.8% |
| 5Y | +8.4% | +42.3% | -33.9% | -17.2% |
| 10Y | +80.2% | +284.8% | -204.7% | -20.3% |
| All | +533.8% | +753.4% | -219.5% | +36.2% |
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