-9.2%
TEL vs IRE
-82.8%
+73.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.2% | -12.0% | -2.3% |
| 7D | -1.4% | +58.9% | -60.4% | -3.8% |
| 30D | -4.9% | +17.2% | -22.0% | -6.2% |
| 3M | +0.1% | -58.6% | +58.7% | +2.7% |
| 6M | +0.4% | -23.5% | +23.8% | -4.0% |
| YTD | -8.9% | -47.4% | +38.5% | -13.1% |
| All | -9.2% | -82.8% | +73.6% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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