+357.7%
SLV vs TEL
+723.0%
-365.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.3% | +3.0% | -3.3% | -0.9% |
| 30D | +6.7% | -3.9% | +10.6% | +7.4% |
| 3M | -10.7% | -5.1% | -5.6% | -9.9% |
| 6M | -20.6% | +0.6% | -21.2% | -20.8% |
| YTD | -7.1% | -7.3% | +0.2% | -6.0% |
| 1Y | +62.0% | +1.1% | +60.8% | +61.4% |
| 3Y | +169.8% | +63.7% | +106.1% | +145.7% |
| 5Y | +161.5% | +50.7% | +110.8% | +138.8% |
| 10Y | +224.4% | +290.2% | -65.8% | +150.2% |
| All | +357.7% | +723.0% | -365.4% | +171.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling