+617.6%
SPY vs TEL
+723.0%
-105.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +0.1% | +3.0% | -2.8% | -1.3% |
| 30D | +0.1% | -3.9% | +4.0% | +1.7% |
| 3M | +2.0% | -5.1% | +7.1% | +3.8% |
| 6M | +13.0% | +0.6% | +12.4% | +10.8% |
| YTD | +13.5% | -7.3% | +20.8% | +14.8% |
| 1Y | +20.0% | +1.1% | +18.8% | +15.8% |
| 3Y | +77.2% | +63.7% | +13.5% | +33.9% |
| 5Y | +81.9% | +50.7% | +31.2% | +40.9% |
| 10Y | +314.1% | +290.2% | +23.9% | +98.4% |
| All | +617.6% | +723.0% | -105.4% | +112.8% |
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