+0.9%
TEL vs EME
+21.8%
-21.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.3% | -0.7% | +2.4% |
| 7D | +1.6% | +3.5% | -1.9% | +0.6% |
| 30D | -0.7% | -6.3% | +5.7% | +1.1% |
| 3M | +2.4% | -3.8% | +6.2% | +3.9% |
| 6M | +4.1% | +8.5% | -4.4% | +1.1% |
| YTD | -5.8% | +27.8% | -33.6% | -12.3% |
| 1Y | +0.9% | +22.2% | -21.3% | -9.9% |
| All | +0.9% | +21.8% | -21.0% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling