+285.8%
TEL vs EW
+254.3%
+31.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.1% |
| 7D | +4.5% | +4.9% | -0.4% | +2.9% |
| 30D | +2.9% | +23.9% | -21.0% | -4.3% |
| 3M | +1.1% | +15.8% | -14.6% | -4.0% |
| 6M | +5.0% | +31.7% | -26.7% | -4.8% |
| YTD | -3.9% | +25.7% | -29.6% | -11.9% |
| 1Y | -7.4% | +24.4% | -31.9% | -14.8% |
| 3Y | +81.0% | +65.9% | +15.1% | +41.3% |
| 5Y | +42.3% | -7.6% | +49.9% | +37.0% |
| All | +285.8% | +254.3% | +31.4% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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