+50.5%
TEL vs GTLB
-49.8%
+100.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.3% |
| 7D | -2.3% | -4.1% | +1.8% | -1.8% |
| 30D | -6.1% | +12.3% | -18.4% | -7.6% |
| 3M | +1.7% | +65.9% | -64.2% | -5.0% |
| 6M | +1.6% | +104.0% | -102.4% | -8.5% |
| YTD | -9.1% | +26.0% | -35.1% | -13.0% |
| 1Y | -1.7% | -3.5% | +1.8% | -2.7% |
| 3Y | +67.3% | -9.6% | +77.0% | +61.0% |
| All | +50.5% | -49.8% | +100.4% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling