+389.8%
TEL vs ESI
+224.6%
+165.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.4% |
| 7D | +3.0% | +3.3% | -0.4% | +1.8% |
| 30D | -3.9% | -5.9% | +1.9% | -2.0% |
| 3M | -5.1% | -14.1% | +9.0% | -0.9% |
| 6M | +0.6% | +6.6% | -6.0% | -3.2% |
| YTD | -7.3% | +45.0% | -52.3% | -20.1% |
| 1Y | +1.1% | +41.5% | -40.3% | -12.2% |
| 3Y | +63.7% | +78.8% | -15.1% | +29.5% |
| 5Y | +50.7% | +70.9% | -20.2% | +20.1% |
| 10Y | +290.2% | +317.1% | -26.9% | +138.1% |
| All | +389.8% | +224.6% | +165.1% | +226.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling