+71.9%
TEL vs GD
+54.3%
+17.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.6% |
| 7D | -2.8% | -5.0% | +2.1% | -0.5% |
| 30D | -4.1% | +8.9% | -13.0% | -7.9% |
| 3M | -3.4% | -8.0% | +4.7% | +0.3% |
| 6M | -3.5% | +2.9% | -6.4% | -5.5% |
| YTD | -8.0% | +7.1% | -15.1% | -12.6% |
| 1Y | -13.7% | +5.9% | -19.6% | -17.4% |
| 3Y | +71.9% | +53.9% | +18.1% | +29.0% |
| All | +71.9% | +54.3% | +17.6% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling