+295.2%
TEL vs EXPE
+165.2%
+130.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.5% |
| 7D | -2.3% | -8.7% | +6.4% | +0.3% |
| 30D | -6.1% | -13.6% | +7.6% | -2.2% |
| 3M | +1.7% | +26.6% | -24.9% | -6.4% |
| 6M | +1.6% | +19.9% | -18.3% | -5.2% |
| YTD | -9.1% | -1.7% | -7.4% | -11.0% |
| 1Y | -1.7% | +29.4% | -31.1% | -12.7% |
| 3Y | +67.3% | +155.7% | -88.3% | +13.2% |
| 5Y | +52.1% | +93.1% | -41.0% | +6.5% |
| All | +295.2% | +165.2% | +130.0% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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