+70.3%
T vs TEL
+316.2%
-245.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.6% | +1.2% |
| 7D | +1.5% | +1.6% | -0.1% | +1.1% |
| 30D | +7.5% | -0.7% | +8.1% | +7.5% |
| 3M | +14.8% | +2.4% | +12.4% | +13.8% |
| 6M | -1.7% | +4.1% | -5.9% | -3.8% |
| YTD | +8.7% | -5.8% | +14.5% | +8.5% |
| 1Y | -7.5% | +0.9% | -8.3% | -9.9% |
| 3Y | +110.2% | +72.6% | +37.6% | +70.0% |
| 5Y | +71.6% | +57.5% | +14.1% | +40.3% |
| All | +70.3% | +316.2% | -245.9% | +0.5% |
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