+2,521.4%
PWR vs TEL
+316.2%
+2,205.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.6% | +1.6% | +2.9% |
| 7D | +4.2% | +1.6% | +2.6% | +3.2% |
| 30D | -4.0% | -0.7% | -3.4% | -3.8% |
| 3M | -4.8% | +2.4% | -7.2% | -7.0% |
| 6M | +14.6% | +4.1% | +10.5% | +9.6% |
| YTD | +54.2% | -5.8% | +60.1% | +55.9% |
| 1Y | +67.1% | +0.9% | +66.2% | +61.3% |
| 3Y | +218.5% | +72.6% | +145.9% | +109.6% |
| 5Y | +466.3% | +57.5% | +408.7% | +289.9% |
| All | +2,521.4% | +316.2% | +2,205.3% | +812.4% |
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