0.0%
TEL vs ET
+21.1%
-21.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | +0.1% |
| 7D | +1.2% | +0.6% | +0.6% | +1.5% |
| 30D | -4.1% | +5.3% | -9.4% | -2.4% |
| 3M | -2.6% | +15.6% | -18.2% | +2.1% |
| 6M | 0.0% | +20.6% | -20.6% | +4.6% |
| All | 0.0% | +21.1% | -21.1% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 6mo: compounded portfolio wealth divided by compounded ET 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…
6mo analysis · Full analysis span regression · 6 months rolling