+718.3%
TEL vs ED
+458.6%
+259.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | +5.6% | -1.7% | +7.3% | +6.3% |
| 30D | +0.9% | +10.7% | -9.8% | -3.4% |
| 3M | +2.1% | +11.6% | -9.6% | -2.6% |
| 6M | +2.7% | +13.5% | -10.8% | -3.2% |
| YTD | -3.2% | +23.1% | -26.3% | -12.2% |
| 1Y | -10.6% | +23.1% | -33.7% | -19.1% |
| 3Y | +79.8% | +47.9% | +31.9% | +45.1% |
| 5Y | +43.3% | +83.9% | -40.6% | +2.2% |
| 10Y | +287.5% | +142.1% | +145.4% | +114.9% |
| All | +718.3% | +458.6% | +259.7% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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