+295.6%
TEL vs GD
+192.0%
+103.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.8% |
| 7D | +3.0% | -5.3% | +8.2% | +6.5% |
| 30D | -3.9% | -6.4% | +2.5% | +0.1% |
| 3M | -5.1% | +5.7% | -10.8% | -9.0% |
| 6M | +0.6% | -0.9% | +1.5% | +0.3% |
| YTD | -7.3% | +8.2% | -15.5% | -13.3% |
| 1Y | +1.1% | +13.4% | -12.3% | -8.4% |
| 3Y | +63.7% | +68.5% | -4.8% | +11.2% |
| 5Y | +50.7% | +97.2% | -46.5% | -9.6% |
| All | +295.6% | +192.0% | +103.6% | +80.7% |
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