+295.2%
TEL vs EW
+126.7%
+168.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -2.3% | -3.4% | +1.1% | -1.2% |
| 30D | -6.1% | -7.4% | +1.3% | -3.7% |
| 3M | +1.7% | +0.9% | +0.8% | +1.1% |
| 6M | +1.6% | +1.2% | +0.5% | +0.7% |
| YTD | -9.1% | +1.8% | -10.9% | -10.3% |
| 1Y | -1.7% | +10.8% | -12.5% | -5.8% |
| 3Y | +67.3% | +17.1% | +50.2% | +49.0% |
| 5Y | +52.1% | -28.2% | +80.3% | +59.3% |
| All | +295.2% | +126.7% | +168.5% | +186.3% |
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