+81.0%
TEL vs EW
+62.8%
+18.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | +4.5% | +4.9% | -0.4% | +3.8% |
| 30D | +2.9% | +23.9% | -21.0% | -0.3% |
| 3M | +1.1% | +15.8% | -14.6% | -1.1% |
| 6M | +5.0% | +31.7% | -26.7% | +0.5% |
| YTD | -3.9% | +25.7% | -29.6% | -7.5% |
| 1Y | -7.4% | +24.4% | -31.9% | -10.8% |
| 3Y | +81.0% | +65.9% | +15.1% | +60.0% |
| All | +81.0% | +62.8% | +18.2% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling