+56.9%
ON vs TEL
+50.8%
+6.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | 0.0% |
| 7D | -1.9% | +1.2% | -3.1% | -3.1% |
| 30D | -11.0% | -4.1% | -6.9% | -7.3% |
| 3M | -39.3% | -2.6% | -36.8% | -37.8% |
| 6M | +19.8% | 0.0% | +19.8% | +16.6% |
| YTD | +31.1% | -9.1% | +40.1% | +37.6% |
| 1Y | +46.0% | -0.8% | +46.8% | +36.0% |
| 3Y | -27.5% | +67.4% | -94.9% | -66.0% |
| 5Y | +56.9% | +51.8% | +5.1% | -14.1% |
| All | +56.9% | +50.8% | +6.1% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling