+50.8%
TEL vs GTLB
-50.0%
+100.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.4% | +3.6% | -1.1% |
| 7D | -1.4% | +4.6% | -6.0% | -2.1% |
| 30D | -4.9% | +21.0% | -25.9% | -7.3% |
| 3M | +0.1% | +51.7% | -51.6% | -5.5% |
| 6M | +0.4% | +89.3% | -88.9% | -8.7% |
| YTD | -8.9% | +25.6% | -34.6% | -12.8% |
| 1Y | -0.3% | -1.5% | +1.2% | -1.7% |
| 3Y | +67.6% | -9.9% | +77.6% | +61.3% |
| All | +50.8% | -50.0% | +100.8% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling