+239.0%
TEL vs IR
+334.2%
-95.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | +5.6% | +4.3% | +1.3% | +3.4% |
| 30D | +0.9% | +8.1% | -7.2% | -3.0% |
| 3M | +2.1% | +0.7% | +1.4% | +1.5% |
| 6M | +2.7% | +16.6% | -13.9% | -5.6% |
| YTD | -3.2% | +7.8% | -11.0% | -8.0% |
| 1Y | -10.6% | +9.9% | -20.5% | -15.9% |
| 3Y | +79.8% | +25.2% | +54.6% | +54.5% |
| 5Y | +43.3% | +46.8% | -3.5% | +12.0% |
| All | +239.0% | +334.2% | -95.2% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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