+70.2%
TEL vs GGLL
+253.9%
-183.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +2.0% | 0.0% |
| 7D | +3.0% | -4.8% | +7.7% | +3.7% |
| 30D | -3.9% | -13.7% | +9.8% | -1.8% |
| 3M | -5.1% | -21.9% | +16.7% | -2.2% |
| 6M | +0.6% | +11.7% | -11.1% | -3.5% |
| YTD | -7.3% | +2.3% | -9.6% | -9.9% |
| 1Y | +1.1% | +76.2% | -75.0% | -10.4% |
| All | +70.2% | +253.9% | -183.7% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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