+309.3%
TEL vs EL
+26.1%
+283.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.3% |
| 7D | +1.6% | -6.5% | +8.1% | +4.0% |
| 30D | -0.7% | +11.1% | -11.8% | -5.0% |
| 3M | +2.4% | +10.7% | -8.3% | -2.1% |
| 6M | +4.1% | +6.9% | -2.7% | -0.4% |
| YTD | -5.8% | -6.3% | +0.5% | -6.5% |
| 1Y | +0.9% | +13.5% | -12.6% | -7.4% |
| 3Y | +72.6% | -33.1% | +105.7% | +80.1% |
| 5Y | +57.5% | -68.8% | +126.3% | +131.3% |
| All | +309.3% | +26.1% | +283.2% | +240.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling