+724.3%
TEL vs ECL
+785.9%
-61.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.4% |
| 7D | -0.4% | -2.3% | +1.9% | +1.3% |
| 30D | +1.0% | +8.3% | -7.3% | -4.3% |
| 3M | +0.7% | +8.4% | -7.7% | -4.9% |
| 6M | +7.3% | +23.3% | -16.0% | -7.5% |
| YTD | -2.5% | +18.2% | -20.7% | -13.7% |
| 1Y | -10.3% | +18.8% | -29.0% | -20.9% |
| 3Y | +81.1% | +78.5% | +2.6% | +17.3% |
| 5Y | +45.3% | +40.1% | +5.2% | +9.0% |
| 10Y | +290.3% | +196.5% | +93.8% | +60.4% |
| All | +724.3% | +785.9% | -61.7% | +30.0% |
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