+683.8%
TEL vs EW
+2,079.4%
-1,395.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +3.0% | -0.3% | +3.3% | +3.1% |
| 30D | -3.9% | +1.0% | -5.0% | -4.3% |
| 3M | -5.1% | +2.8% | -7.9% | -6.3% |
| 6M | +0.6% | +5.5% | -4.9% | -1.8% |
| YTD | -7.3% | +5.5% | -12.7% | -9.7% |
| 1Y | +1.1% | +11.0% | -9.9% | -3.3% |
| 3Y | +63.7% | +17.7% | +46.0% | +45.9% |
| 5Y | +50.7% | -25.7% | +76.4% | +54.8% |
| 10Y | +290.2% | +132.8% | +157.4% | +158.3% |
| All | +683.8% | +2,079.4% | -1,395.6% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling