+84.1%
TEL vs GGLL
+195.8%
-111.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +5.3% |
| 7D | +0.6% | +6.3% | -5.8% | -0.4% |
| 30D | +0.2% | -35.1% | +35.3% | +6.8% |
| 3M | +1.5% | -37.7% | +39.2% | +8.6% |
| 6M | +6.9% | -54.1% | +61.0% | +19.5% |
| YTD | -2.8% | -29.4% | +26.6% | -0.9% |
| 1Y | -8.8% | -13.4% | +4.6% | -10.8% |
| 3Y | +84.3% | +158.3% | -74.0% | +34.9% |
| All | +84.1% | +195.8% | -111.7% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling