+285.8%
TEL vs GD
+165.7%
+120.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +4.5% | +2.7% | +1.9% | +2.8% |
| 30D | +2.9% | +8.6% | -5.7% | -2.5% |
| 3M | +1.1% | -7.1% | +8.2% | +5.6% |
| 6M | +5.0% | +7.5% | -2.5% | -0.7% |
| YTD | -3.9% | +9.9% | -13.8% | -11.3% |
| 1Y | -7.4% | +7.6% | -15.0% | -13.3% |
| 3Y | +81.0% | +56.2% | +24.8% | +30.0% |
| 5Y | +42.3% | +100.6% | -58.3% | -15.9% |
| All | +285.8% | +165.7% | +120.0% | +94.3% |
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