-53.1%
TE vs TEL
+141.4%
-194.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | -1.6% |
| 7D | +0.2% | +1.6% | -1.4% | -0.9% |
| 30D | -5.9% | -0.7% | -5.3% | -5.8% |
| 3M | -45.6% | +2.4% | -48.0% | -46.5% |
| 6M | -43.4% | +4.1% | -47.5% | -45.7% |
| YTD | -31.0% | -5.8% | -25.2% | -29.7% |
| 1Y | +145.2% | +0.9% | +144.3% | +141.0% |
| 3Y | -24.1% | +72.6% | -96.7% | -44.5% |
| 5Y | -48.1% | +57.5% | -105.7% | -60.9% |
| All | -53.1% | +141.4% | -194.5% | -66.2% |
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