+285.8%
TEL vs ES
+98.2%
+187.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +4.5% | +2.7% | +1.8% | +3.7% |
| 30D | +2.9% | +7.6% | -4.7% | +0.5% |
| 3M | +1.1% | +0.5% | +0.6% | +0.7% |
| 6M | +5.0% | +7.6% | -2.6% | +2.1% |
| YTD | -3.9% | +10.2% | -14.1% | -7.4% |
| 1Y | -7.4% | +1.8% | -9.3% | -8.9% |
| 3Y | +81.0% | +55.4% | +25.6% | +51.5% |
| 5Y | +42.3% | +7.3% | +35.0% | +34.6% |
| All | +285.8% | +98.2% | +187.5% | +242.9% |
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