+52.1%
TEL vs ESI
+66.0%
-13.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +2.1% |
| 7D | -2.3% | -2.3% | 0.0% | -1.3% |
| 30D | -6.1% | -9.0% | +3.0% | -1.9% |
| 3M | +1.7% | -13.3% | +15.0% | +7.0% |
| 6M | +1.6% | +5.3% | -3.7% | -4.5% |
| YTD | -9.1% | +37.6% | -46.7% | -26.7% |
| 1Y | -1.7% | +33.6% | -35.3% | -19.8% |
| 3Y | +67.3% | +75.8% | -8.4% | +11.5% |
| 5Y | +52.1% | +68.6% | -16.5% | +0.7% |
| All | +52.1% | +66.0% | -13.9% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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