-8.6%
TEL vs EL
+25.6%
-34.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.3% | -6.1% | -1.0% |
| 7D | -0.5% | +2.5% | -3.0% | -1.0% |
| 30D | +0.6% | +20.1% | -19.5% | -3.3% |
| 3M | +2.0% | +29.3% | -27.3% | -4.0% |
| 6M | +8.1% | +38.8% | -30.6% | -0.4% |
| YTD | -2.2% | +8.1% | -10.3% | -5.1% |
| 1Y | -8.6% | +22.3% | -30.9% | -14.7% |
| All | -8.6% | +25.6% | -34.2% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling