+216.5%
SLV vs TEL
+301.8%
-85.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -5.0% | -2.3% | -2.8% | -4.5% |
| 30D | -1.8% | -6.1% | +4.3% | -0.3% |
| 3M | -0.3% | +1.7% | -2.0% | -0.8% |
| 6M | -28.2% | +1.6% | -29.8% | -28.7% |
| YTD | -10.7% | -9.1% | -1.7% | -9.0% |
| 1Y | +53.7% | -1.7% | +55.4% | +53.9% |
| 3Y | +173.7% | +67.3% | +106.4% | +141.5% |
| 5Y | +161.5% | +52.1% | +109.4% | +131.7% |
| All | +216.5% | +301.8% | -85.3% | +129.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling