+56.5%
TEL vs GAP
+8.7%
+47.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +3.0% |
| 7D | +1.6% | -4.1% | +5.7% | +2.4% |
| 30D | -0.7% | +6.2% | -6.9% | -2.1% |
| 3M | +2.4% | -0.7% | +3.1% | +2.1% |
| 6M | +4.1% | -7.1% | +11.2% | +4.7% |
| YTD | -5.8% | -14.1% | +8.2% | -4.3% |
| 1Y | +0.9% | -8.5% | +9.4% | +0.8% |
| 3Y | +72.6% | +115.4% | -42.8% | +33.7% |
| All | +56.5% | +8.7% | +47.8% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 5y: compounded portfolio wealth divided by compounded GAP 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…
5y analysis · Full analysis span regression · 6 months rolling