+683.8%
TEL vs ES
+378.5%
+305.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +3.0% | +0.3% | +2.7% | +2.8% |
| 30D | -3.9% | -2.0% | -2.0% | -3.1% |
| 3M | -5.1% | +1.7% | -6.8% | -6.2% |
| 6M | +0.6% | -3.5% | +4.1% | +1.6% |
| YTD | -7.3% | +7.9% | -15.2% | -11.2% |
| 1Y | +1.1% | +17.2% | -16.0% | -7.7% |
| 3Y | +63.7% | +29.3% | +34.4% | +38.0% |
| 5Y | +50.7% | -5.7% | +56.4% | +46.8% |
| 10Y | +290.2% | +85.2% | +205.0% | +137.2% |
| All | +683.8% | +378.5% | +305.3% | +108.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling