+294.7%
TEL vs GD
+185.2%
+109.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.3% | +3.4% | +4.2% |
| 7D | +0.6% | -3.0% | +3.6% | +2.6% |
| 30D | +0.2% | +9.3% | -9.1% | -5.4% |
| 3M | +1.5% | -7.2% | +8.7% | +6.1% |
| 6M | +6.9% | +5.5% | +1.5% | +2.4% |
| YTD | -2.8% | +9.5% | -12.3% | -10.1% |
| 1Y | -8.8% | +6.4% | -15.2% | -13.9% |
| 3Y | +84.3% | +59.8% | +24.4% | +30.4% |
| 5Y | +46.8% | +98.0% | -51.2% | -12.4% |
| 10Y | +294.7% | +177.4% | +117.3% | +97.7% |
| All | +294.7% | +185.2% | +109.6% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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