+668.9%
TEL vs EFV
+127.6%
+541.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.7% |
| 7D | +1.2% | -0.5% | +1.7% | +1.7% |
| 30D | -4.1% | 0.0% | -4.1% | -4.1% |
| 3M | -2.6% | +8.4% | -11.0% | -9.7% |
| 6M | 0.0% | +12.3% | -12.3% | -10.2% |
| YTD | -9.1% | +17.4% | -26.4% | -21.5% |
| 1Y | -0.8% | +27.1% | -28.0% | -20.5% |
| 3Y | +67.4% | +90.7% | -23.3% | -8.4% |
| 5Y | +51.8% | +95.6% | -43.9% | -18.4% |
| 10Y | +299.4% | +165.3% | +134.1% | +65.4% |
| All | +668.9% | +127.6% | +541.3% | +211.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling