+309.3%
TEL vs EFV
+169.9%
+139.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +2.4% |
| 7D | +1.6% | -0.8% | +2.4% | +2.5% |
| 30D | -0.7% | +0.6% | -1.3% | -1.3% |
| 3M | +2.4% | +7.5% | -5.1% | -5.4% |
| 6M | +4.1% | +13.0% | -8.9% | -8.7% |
| YTD | -5.8% | +18.3% | -24.1% | -21.2% |
| 1Y | +0.9% | +26.7% | -25.9% | -21.5% |
| 3Y | +72.6% | +89.6% | -17.0% | -13.5% |
| 5Y | +57.5% | +98.2% | -40.7% | -24.7% |
| All | +309.3% | +169.9% | +139.5% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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