+299.4%
TEL vs IWD
+195.0%
+104.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.6% |
| 7D | +1.2% | -1.2% | +2.4% | +2.7% |
| 30D | -4.1% | -1.6% | -2.5% | -2.2% |
| 3M | -2.6% | +7.0% | -9.6% | -10.2% |
| 6M | 0.0% | +17.0% | -17.0% | -16.9% |
| YTD | -9.1% | +21.6% | -30.7% | -27.8% |
| 1Y | -0.8% | +28.0% | -28.8% | -25.8% |
| 3Y | +67.4% | +70.6% | -3.2% | -10.3% |
| 5Y | +51.8% | +73.3% | -21.6% | -18.9% |
| 10Y | +299.4% | +200.5% | +98.9% | +16.9% |
| All | +299.4% | +195.0% | +104.4% | +16.9% |
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