+218.5%
PWR vs TEL
+71.6%
+146.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.6% | +1.6% | +3.2% |
| 7D | +4.2% | +1.6% | +2.6% | +3.3% |
| 30D | -4.0% | -0.7% | -3.4% | -3.8% |
| 3M | -4.8% | +2.4% | -7.2% | -6.6% |
| 6M | +14.6% | +4.1% | +10.5% | +10.1% |
| YTD | +54.2% | -5.8% | +60.1% | +55.5% |
| 1Y | +67.1% | +0.9% | +66.2% | +61.8% |
| 3Y | +218.5% | +72.6% | +145.9% | +125.0% |
| All | +218.5% | +71.6% | +146.8% | +125.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling