+50.7%
TEL vs IWD
+73.8%
-23.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -0.6% |
| 7D | -1.4% | -0.2% | -1.3% | -1.2% |
| 30D | -4.9% | -0.8% | -4.1% | -3.9% |
| 3M | +0.1% | +8.0% | -7.9% | -9.8% |
| 6M | +0.4% | +18.2% | -17.8% | -19.6% |
| YTD | -8.9% | +22.3% | -31.2% | -30.1% |
| 1Y | -0.3% | +28.9% | -29.2% | -28.4% |
| 3Y | +67.6% | +71.5% | -3.9% | -16.9% |
| 5Y | +50.7% | +73.6% | -22.9% | -25.4% |
| All | +50.7% | +73.8% | -23.2% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling