-27.1%
RKT vs TEL
+155.6%
-182.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -2.7% |
| 7D | -6.3% | +1.6% | -7.8% | -7.4% |
| 30D | -6.2% | -0.7% | -5.5% | -6.1% |
| 3M | -1.9% | +2.4% | -4.3% | -4.1% |
| 6M | -13.0% | +4.1% | -17.1% | -16.2% |
| YTD | -31.9% | -5.8% | -26.1% | -29.6% |
| 1Y | -37.6% | +0.9% | -38.4% | -39.1% |
| 3Y | +36.8% | +72.6% | -35.8% | -15.5% |
| 5Y | -9.7% | +57.5% | -67.3% | -41.6% |
| All | -27.1% | +155.6% | -182.7% | -70.3% |
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