+285.8%
TEL vs IWD
+203.0%
+82.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.9% |
| 7D | +4.5% | +2.3% | +2.2% | +1.7% |
| 30D | +2.9% | +3.6% | -0.7% | -1.3% |
| 3M | +1.1% | +2.2% | -1.0% | -1.3% |
| 6M | +5.0% | +13.0% | -8.0% | -9.2% |
| YTD | -3.9% | +26.5% | -30.4% | -27.2% |
| 1Y | -7.4% | +30.1% | -37.6% | -32.1% |
| 3Y | +81.0% | +84.9% | -3.9% | -11.9% |
| 5Y | +42.3% | +73.4% | -31.1% | -24.2% |
| All | +285.8% | +203.0% | +82.7% | +9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling