+56.5%
TEL vs EL
-69.0%
+125.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.4% |
| 7D | +1.6% | -6.5% | +8.1% | +3.5% |
| 30D | -0.7% | +11.1% | -11.8% | -4.2% |
| 3M | +2.4% | +10.7% | -8.3% | -1.2% |
| 6M | +4.1% | +6.9% | -2.7% | +0.5% |
| YTD | -5.8% | -6.3% | +0.5% | -6.2% |
| 1Y | +0.9% | +13.5% | -12.6% | -5.7% |
| 3Y | +72.6% | -33.1% | +105.7% | +80.4% |
| All | +56.5% | -69.0% | +125.6% | +135.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling