+133.8%
TEL vs EOSE
-60.6%
+194.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.6% |
| 7D | +1.6% | +1.8% | -0.2% | +1.4% |
| 30D | -0.7% | -6.8% | +6.2% | -0.5% |
| 3M | +2.4% | -36.3% | +38.7% | +4.7% |
| 6M | +4.1% | -38.8% | +42.9% | +5.5% |
| YTD | -5.8% | -65.5% | +59.7% | -2.1% |
| 1Y | +0.9% | -45.3% | +46.2% | +0.8% |
| 3Y | +72.6% | +44.2% | +28.4% | +51.0% |
| 5Y | +57.5% | -69.5% | +127.0% | +34.3% |
| All | +133.8% | -60.6% | +194.4% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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