+309.3%
TEL vs EME
+1,362.1%
-1,052.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.3% | -0.7% | +1.7% |
| 7D | +1.6% | +3.5% | -1.9% | 0.0% |
| 30D | -0.7% | -6.3% | +5.7% | +2.1% |
| 3M | +2.4% | -3.8% | +6.2% | +2.6% |
| 6M | +4.1% | +8.5% | -4.4% | -1.6% |
| YTD | -5.8% | +27.8% | -33.6% | -17.8% |
| 1Y | +0.9% | +22.2% | -21.3% | -11.7% |
| 3Y | +72.6% | +253.5% | -180.9% | -15.8% |
| 5Y | +57.5% | +578.6% | -521.1% | -46.6% |
| All | +309.3% | +1,362.1% | -1,052.8% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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