-10.9%
TEL vs GD
+7.0%
-18.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -1.9% | -0.9% |
| 7D | -0.9% | -1.9% | +1.0% | -0.5% |
| 30D | -0.2% | +10.9% | -11.2% | -3.2% |
| 3M | +2.0% | -6.8% | +8.8% | +4.1% |
| 6M | +6.4% | +7.0% | -0.6% | +3.8% |
| YTD | -3.2% | +11.1% | -14.4% | -10.5% |
| All | -10.9% | +7.0% | -18.0% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling