+668.9%
TEL vs IEF
+86.9%
+582.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.5% |
| 7D | +1.2% | -0.3% | +1.5% | +0.9% |
| 30D | -4.1% | -0.6% | -3.5% | -4.7% |
| 3M | -2.6% | -1.0% | -1.6% | -3.7% |
| 6M | 0.0% | -3.1% | +3.1% | -3.7% |
| YTD | -9.1% | -1.9% | -7.2% | -11.2% |
| 1Y | -0.8% | -1.4% | +0.5% | -2.6% |
| 3Y | +67.4% | +9.8% | +57.6% | +85.5% |
| 5Y | +51.8% | -8.8% | +60.6% | +24.0% |
| 10Y | +299.4% | +4.7% | +294.8% | +320.9% |
| All | +668.9% | +86.9% | +582.0% | +2,127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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