+288.1%
TEL vs ES
+87.3%
+200.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -0.9% | +0.9% | -1.8% | -1.3% |
| 30D | -0.2% | +5.9% | -6.2% | -2.2% |
| 3M | +2.0% | -1.0% | +3.0% | +2.1% |
| 6M | +6.4% | +7.2% | -0.7% | +3.6% |
| YTD | -3.2% | +7.0% | -10.2% | -5.9% |
| 1Y | -11.2% | +0.5% | -11.6% | -12.3% |
| 3Y | +79.8% | +48.7% | +31.1% | +52.7% |
| 5Y | +46.6% | +1.9% | +44.6% | +40.9% |
| 10Y | +288.1% | +89.2% | +199.0% | +248.6% |
| All | +288.1% | +87.3% | +200.8% | +248.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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