+38.9%
TEL vs ES
+3.4%
+35.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +1.1% |
| 7D | -2.8% | +1.9% | -4.7% | -3.4% |
| 30D | -4.1% | +7.1% | -11.1% | -6.0% |
| 3M | -3.4% | -1.9% | -1.4% | -3.0% |
| 6M | -3.5% | +4.4% | -7.8% | -5.1% |
| YTD | -8.0% | +7.3% | -15.3% | -10.4% |
| 1Y | -13.7% | +2.1% | -15.8% | -15.2% |
| 3Y | +71.9% | +41.8% | +30.1% | +47.8% |
| All | +38.9% | +3.4% | +35.5% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling