+724.3%
TEL vs ALL
+579.6%
+144.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -0.4% | -2.6% | +2.2% | +0.8% |
| 30D | +1.0% | +12.7% | -11.7% | -4.9% |
| 3M | +0.7% | +0.4% | +0.3% | -0.2% |
| 6M | +7.3% | +23.8% | -16.5% | -5.2% |
| YTD | -2.5% | +27.8% | -30.3% | -15.9% |
| 1Y | -10.3% | +28.9% | -39.1% | -23.1% |
| 3Y | +81.1% | +113.9% | -32.7% | +15.7% |
| 5Y | +45.3% | +157.4% | -112.1% | -18.8% |
| 10Y | +290.3% | +369.0% | -78.7% | +58.2% |
| All | +724.3% | +579.6% | +144.6% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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