+523.3%
ON vs TEL
+283.7%
+239.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -2.8% |
| 7D | +12.2% | +4.5% | +7.7% | +7.0% |
| 30D | -3.1% | +2.9% | -6.0% | -5.6% |
| 3M | -12.9% | +1.1% | -14.0% | -13.4% |
| 6M | -38.6% | +5.0% | -43.6% | -41.4% |
| YTD | +31.2% | -3.9% | +35.1% | +31.0% |
| 1Y | +47.6% | -7.4% | +55.1% | +52.6% |
| 3Y | +6.6% | +81.0% | -74.4% | -52.5% |
| 5Y | +21.3% | +42.3% | -21.0% | -24.7% |
| All | +523.3% | +283.7% | +239.6% | +20.4% |
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