+668.9%
TEL vs EME
+2,182.6%
-1,513.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +1.0% |
| 7D | +1.2% | +2.7% | -1.5% | -0.1% |
| 30D | -4.1% | -6.8% | +2.7% | -1.0% |
| 3M | -2.6% | -8.8% | +6.3% | -0.1% |
| 6M | 0.0% | +5.0% | -5.0% | -4.7% |
| YTD | -9.1% | +23.5% | -32.5% | -20.3% |
| 1Y | -0.8% | +21.3% | -22.1% | -13.9% |
| 3Y | +67.4% | +241.1% | -173.7% | -18.6% |
| 5Y | +51.8% | +549.2% | -497.4% | -47.9% |
| 10Y | +299.4% | +1,306.4% | -1,007.0% | -13.5% |
| All | +668.9% | +2,182.6% | -1,513.7% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling