+670.1%
TEL vs GAP
+103.9%
+566.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -1.4% | +1.7% | -3.2% | -1.9% |
| 30D | -4.9% | +9.3% | -14.2% | -7.7% |
| 3M | +0.1% | +6.1% | -6.0% | -2.2% |
| 6M | +0.4% | -2.3% | +2.6% | -0.4% |
| YTD | -8.9% | -10.6% | +1.7% | -8.0% |
| 1Y | -0.3% | -4.4% | +4.1% | -1.9% |
| 3Y | +67.6% | +118.3% | -50.7% | +16.2% |
| 5Y | +50.7% | +12.2% | +38.5% | +19.0% |
| 10Y | +288.6% | +33.7% | +254.9% | +127.5% |
| All | +670.1% | +103.9% | +566.1% | +172.6% |
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