+285.8%
TEL vs EL
+62.2%
+223.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | +4.5% | +1.5% | +3.0% | +4.0% |
| 30D | +2.9% | +10.0% | -7.1% | -0.7% |
| 3M | +1.1% | +28.4% | -27.3% | -8.4% |
| 6M | +5.0% | +37.1% | -32.1% | -7.7% |
| YTD | -3.9% | +7.8% | -11.7% | -9.5% |
| 1Y | -7.4% | +26.0% | -33.5% | -17.9% |
| 3Y | +81.0% | +3.8% | +77.2% | +58.7% |
| 5Y | +42.3% | -65.2% | +107.5% | +102.1% |
| All | +285.8% | +62.2% | +223.6% | +185.6% |
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