-24.5%
TE vs TEL
+65.7%
-90.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | +0.9% | -2.3% | +3.2% | +2.9% |
| 30D | -16.3% | -6.1% | -10.2% | -11.5% |
| 3M | -40.8% | +1.7% | -42.4% | -41.9% |
| 6M | -42.6% | +1.6% | -44.2% | -45.9% |
| YTD | -31.4% | -9.1% | -22.4% | -28.4% |
| 1Y | +144.9% | -1.7% | +146.6% | +135.7% |
| All | -24.5% | +65.7% | -90.2% | -54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling