+712.7%
TEL vs EXPE
+715.1%
-2.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +4.5% | -0.5% | +5.0% | +4.7% |
| 30D | +2.9% | -6.1% | +9.0% | +4.1% |
| 3M | +1.1% | -21.3% | +22.5% | +7.4% |
| 6M | +5.0% | +19.0% | -14.0% | -2.8% |
| YTD | -3.9% | -8.4% | +4.5% | -5.0% |
| 1Y | -7.4% | -2.8% | -4.7% | -10.3% |
| 3Y | +81.0% | +120.8% | -39.8% | +27.7% |
| 5Y | +42.3% | +46.2% | -3.9% | +8.8% |
| 10Y | +284.8% | +123.8% | +161.0% | +127.1% |
| All | +712.7% | +715.1% | -2.4% | +109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling