+668.7%
TEL vs GPN
+371.2%
+297.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.8% |
| 7D | -2.3% | -3.5% | +1.2% | -0.7% |
| 30D | -6.1% | +3.1% | -9.2% | -7.8% |
| 3M | +1.7% | +42.3% | -40.6% | -14.9% |
| 6M | +1.6% | +20.9% | -19.3% | -8.9% |
| YTD | -9.1% | +15.2% | -24.3% | -18.1% |
| 1Y | -1.7% | +5.4% | -7.1% | -8.2% |
| 3Y | +67.3% | -27.4% | +94.7% | +78.9% |
| 5Y | +52.1% | -44.2% | +96.3% | +78.1% |
| 10Y | +299.3% | +27.4% | +272.0% | +180.8% |
| All | +668.7% | +371.2% | +297.6% | +118.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling