+309.3%
TEL vs ETR
+296.9%
+12.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | +1.6% | -1.8% | +3.4% | +2.3% |
| 30D | -0.7% | -1.8% | +1.1% | 0.0% |
| 3M | +2.4% | -3.6% | +6.0% | +3.6% |
| 6M | +4.1% | +2.6% | +1.5% | +2.4% |
| YTD | -5.8% | +16.0% | -21.8% | -11.9% |
| 1Y | +0.9% | +20.1% | -19.3% | -7.0% |
| 3Y | +72.6% | +143.6% | -71.0% | +14.6% |
| 5Y | +57.5% | +124.4% | -66.8% | +7.0% |
| All | +309.3% | +296.9% | +12.5% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling