+295.2%
TEL vs EAT
+379.9%
-84.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -2.3% | -6.2% | +3.9% | -0.9% |
| 30D | -6.1% | -3.0% | -3.0% | -5.7% |
| 3M | +1.7% | +45.6% | -43.9% | -7.3% |
| 6M | +1.6% | +53.5% | -51.9% | -9.0% |
| YTD | -9.1% | +49.6% | -58.7% | -18.3% |
| 1Y | -1.7% | +38.9% | -40.6% | -10.9% |
| 3Y | +67.3% | +589.7% | -522.3% | -1.1% |
| 5Y | +52.1% | +318.7% | -266.6% | -3.3% |
| All | +295.2% | +379.9% | -84.7% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling