+683.8%
TEL vs EL
+470.0%
+213.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.3% | -1.6% |
| 7D | +3.0% | +0.8% | +2.2% | +2.5% |
| 30D | -3.9% | +19.8% | -23.8% | -12.0% |
| 3M | -5.1% | +25.7% | -30.8% | -15.0% |
| 6M | +0.6% | +5.4% | -4.8% | -4.4% |
| YTD | -7.3% | +0.2% | -7.5% | -11.0% |
| 1Y | +1.1% | +20.4% | -19.3% | -11.5% |
| 3Y | +63.7% | -32.1% | +95.8% | +68.8% |
| 5Y | +50.7% | -67.2% | +117.8% | +118.9% |
| 10Y | +290.2% | +31.7% | +258.4% | +153.7% |
| All | +683.8% | +470.0% | +213.8% | +63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling