+604.6%
SPY vs TEL
+753.4%
-148.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +2.6% | +4.5% | -1.9% | +0.5% |
| 30D | -2.0% | +2.9% | -4.9% | -3.5% |
| 3M | -2.8% | +1.1% | -3.9% | -3.9% |
| 6M | +2.1% | +5.0% | -2.9% | -1.3% |
| YTD | +11.5% | -3.9% | +15.4% | +10.4% |
| 1Y | +13.5% | -7.4% | +20.9% | +14.0% |
| 3Y | +77.7% | +81.0% | -3.3% | +27.8% |
| 5Y | +72.6% | +42.3% | +30.3% | +37.1% |
| 10Y | +308.2% | +284.8% | +23.3% | +96.1% |
| All | +604.6% | +753.4% | -148.8% | +104.7% |
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 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