+683.8%
TEL vs ALL
+572.9%
+111.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | +0.3% |
| 7D | +3.0% | 0.0% | +2.9% | +2.9% |
| 30D | -3.9% | -1.5% | -2.4% | -3.5% |
| 3M | -5.1% | +23.6% | -28.7% | -15.3% |
| 6M | +0.6% | +22.3% | -21.7% | -10.1% |
| YTD | -7.3% | +26.5% | -33.8% | -19.1% |
| 1Y | +1.1% | +27.0% | -25.9% | -12.4% |
| 3Y | +63.7% | +149.6% | -85.9% | -3.2% |
| 5Y | +50.7% | +118.1% | -67.4% | -7.6% |
| 10Y | +290.2% | +369.0% | -78.8% | +59.1% |
| All | +683.8% | +572.9% | +111.0% | +111.5% |
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