+712.7%
TEL vs GAP
+93.4%
+619.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.4% |
| 7D | +4.5% | -1.9% | +6.4% | +5.1% |
| 30D | +2.9% | -7.1% | +10.0% | +4.8% |
| 3M | +1.1% | +4.1% | -3.0% | -0.8% |
| 6M | +5.0% | +1.9% | +3.1% | +2.6% |
| YTD | -3.9% | -15.2% | +11.3% | -1.9% |
| 1Y | -7.4% | -10.6% | +3.2% | -7.1% |
| 3Y | +81.0% | +74.6% | +6.4% | +34.7% |
| 5Y | +42.3% | +3.7% | +38.6% | +15.2% |
| 10Y | +284.8% | +2.4% | +282.4% | +151.1% |
| All | +712.7% | +93.4% | +619.3% | +190.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling