+314.7%
SPY vs TEL
+316.2%
-1.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | -0.8% |
| 7D | -0.8% | +1.6% | -2.4% | -1.5% |
| 30D | -1.1% | -0.7% | -0.4% | -1.0% |
| 3M | +3.9% | +2.4% | +1.4% | +2.0% |
| 6M | +13.6% | +4.1% | +9.5% | +9.4% |
| YTD | +12.7% | -5.8% | +18.5% | +13.0% |
| 1Y | +17.5% | +0.9% | +16.6% | +13.1% |
| 3Y | +76.9% | +72.6% | +4.3% | +26.4% |
| 5Y | +83.6% | +57.5% | +26.0% | +35.0% |
| All | +314.7% | +316.2% | -1.4% | +86.7% |
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