+175.8%
SLV vs TEL
+283.7%
-107.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -5.8% | +4.5% | -10.4% | -6.9% |
| 30D | -12.1% | +2.9% | -15.0% | -12.8% |
| 3M | -24.1% | +1.1% | -25.3% | -24.4% |
| 6M | -44.4% | +5.0% | -49.4% | -45.1% |
| YTD | -31.5% | -3.9% | -27.6% | -31.2% |
| 1Y | -6.9% | -7.4% | +0.5% | -5.8% |
| 3Y | +116.0% | +81.0% | +35.0% | +87.2% |
| 5Y | +88.4% | +42.3% | +46.1% | +68.9% |
| All | +175.8% | +283.7% | -107.9% | +105.4% |
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