+0.9%
TEL vs GTLB
-4.2%
+5.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.2% | +3.6% |
| 7D | +1.6% | -5.7% | +7.3% | +1.6% |
| 30D | -0.7% | +15.1% | -15.8% | -0.7% |
| 3M | +2.4% | +65.5% | -63.0% | +2.1% |
| 6M | +4.1% | +102.9% | -98.8% | +3.5% |
| YTD | -5.8% | +25.2% | -31.0% | -1.1% |
| 1Y | +0.9% | -5.5% | +6.4% | +10.1% |
| All | +0.9% | -4.2% | +5.1% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling