+712.7%
TEL vs ECL
+790.0%
-77.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.8% |
| 7D | +4.5% | +2.9% | +1.7% | +2.6% |
| 30D | +2.9% | +7.5% | -4.6% | -2.0% |
| 3M | +1.1% | +12.2% | -11.1% | -6.7% |
| 6M | +5.0% | +24.6% | -19.6% | -10.1% |
| YTD | -3.9% | +18.8% | -22.6% | -15.1% |
| 1Y | -7.4% | +19.3% | -26.8% | -18.7% |
| 3Y | +81.0% | +78.2% | +2.8% | +17.4% |
| 5Y | +42.3% | +38.8% | +3.5% | +7.5% |
| 10Y | +284.8% | +197.8% | +87.0% | +57.7% |
| All | +712.7% | +790.0% | -77.2% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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