+668.9%
TEL vs ET
+732.8%
-63.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.4% |
| 7D | +1.2% | +0.6% | +0.6% | +1.0% |
| 30D | -4.1% | +5.3% | -9.4% | -5.5% |
| 3M | -2.6% | +15.6% | -18.2% | -6.6% |
| 6M | 0.0% | +20.6% | -20.6% | -5.4% |
| YTD | -9.1% | +38.5% | -47.6% | -17.3% |
| 1Y | -0.8% | +35.7% | -36.6% | -9.3% |
| 3Y | +67.4% | +98.4% | -31.0% | +37.3% |
| 5Y | +51.8% | +245.3% | -193.5% | +6.3% |
| 10Y | +299.4% | +173.7% | +125.7% | +172.9% |
| All | +668.9% | +732.8% | -63.9% | +117.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling