+84.3%
TEL vs IWD
+84.1%
+0.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.7% | +2.9% |
| 7D | +0.6% | +1.3% | -0.7% | -1.1% |
| 30D | +0.2% | +3.6% | -3.4% | -4.4% |
| 3M | +1.5% | +2.3% | -0.8% | -1.6% |
| 6M | +6.9% | +13.0% | -6.1% | -9.6% |
| YTD | -2.8% | +26.2% | -29.0% | -28.8% |
| 1Y | -8.8% | +30.5% | -39.2% | -35.8% |
| 3Y | +84.3% | +86.2% | -1.9% | -19.0% |
| All | +84.3% | +84.1% | +0.2% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling