+72.6%
TEL vs GPN
-27.6%
+100.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.6% |
| 7D | +1.6% | -4.6% | +6.2% | +2.7% |
| 30D | -0.7% | -0.3% | -0.4% | -0.8% |
| 3M | +2.4% | +35.4% | -33.0% | -5.4% |
| 6M | +4.1% | +21.7% | -17.5% | -1.7% |
| YTD | -5.8% | +14.9% | -20.7% | -10.2% |
| 1Y | +0.9% | +3.2% | -2.3% | -1.2% |
| 3Y | +72.6% | -27.1% | +99.7% | +80.5% |
| All | +72.6% | -27.6% | +100.2% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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