+1.1%
TEL vs IWD
+30.5%
-29.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.8% |
| 7D | +3.0% | -0.3% | +3.2% | +3.4% |
| 30D | -3.9% | +0.6% | -4.5% | -5.0% |
| 3M | -5.1% | +7.2% | -12.3% | -16.1% |
| 6M | +0.6% | +16.2% | -15.6% | -23.2% |
| YTD | -7.3% | +23.3% | -30.6% | -35.2% |
| 1Y | +1.1% | +29.6% | -28.4% | -34.1% |
| All | +1.1% | +30.5% | -29.3% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling