+683.8%
TEL vs EAT
+975.1%
-291.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.5% |
| 7D | +3.0% | 0.0% | +2.9% | +2.9% |
| 30D | -3.9% | +1.9% | -5.8% | -4.7% |
| 3M | -5.1% | +68.7% | -73.8% | -17.6% |
| 6M | +0.6% | +66.9% | -66.3% | -13.0% |
| YTD | -7.3% | +60.4% | -67.7% | -19.2% |
| 1Y | +1.1% | +44.0% | -42.9% | -10.4% |
| 3Y | +63.7% | +604.7% | -541.0% | -9.2% |
| 5Y | +50.7% | +347.0% | -296.4% | -10.2% |
| 10Y | +290.2% | +390.8% | -100.6% | +88.8% |
| All | +683.8% | +975.1% | -291.3% | +141.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling