+668.9%
TEL vs GWW
+1,864.2%
-1,195.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | +0.3% |
| 7D | +1.2% | -0.5% | +1.7% | +1.5% |
| 30D | -4.1% | -1.4% | -2.7% | -3.3% |
| 3M | -2.6% | -3.6% | +1.1% | -0.8% |
| 6M | 0.0% | +15.1% | -15.1% | -8.3% |
| YTD | -9.1% | +27.5% | -36.5% | -22.0% |
| 1Y | -0.8% | +29.6% | -30.4% | -15.9% |
| 3Y | +67.4% | +90.1% | -22.7% | +10.9% |
| 5Y | +51.8% | +222.6% | -170.9% | -28.2% |
| 10Y | +299.4% | +566.5% | -267.1% | +7.8% |
| All | +668.9% | +1,864.2% | -1,195.2% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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