-50.0%
TE vs TEL
+133.1%
-183.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | +15.0% | +1.2% | +13.8% | +14.0% |
| 30D | -7.5% | -4.1% | -3.4% | -5.2% |
| 3M | -42.0% | -2.6% | -39.4% | -40.9% |
| 6M | -31.4% | 0.0% | -31.4% | -32.6% |
| YTD | -26.5% | -9.1% | -17.4% | -23.4% |
| 1Y | +153.1% | -0.8% | +153.9% | +151.5% |
| 3Y | -20.7% | +67.4% | -88.0% | -40.8% |
| 5Y | -45.4% | +51.8% | -97.2% | -57.9% |
| All | -50.0% | +133.1% | -183.1% | -63.1% |
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 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