+718.3%
TEL vs ALL
+591.3%
+127.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.5% |
| 7D | +5.6% | 0.0% | +5.6% | +5.4% |
| 30D | +0.9% | +12.8% | -11.9% | -5.1% |
| 3M | +2.1% | +4.7% | -2.6% | -0.9% |
| 6M | +2.7% | +24.9% | -22.2% | -9.6% |
| YTD | -3.2% | +30.0% | -33.2% | -17.2% |
| 1Y | -10.6% | +29.9% | -40.5% | -23.7% |
| 3Y | +79.8% | +117.5% | -37.7% | +13.9% |
| 5Y | +43.3% | +161.7% | -118.4% | -20.6% |
| 10Y | +287.5% | +377.1% | -89.6% | +55.7% |
| All | +718.3% | +591.3% | +127.0% | +116.5% |
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