+724.3%
TEL vs IWD
+362.2%
+362.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.2% |
| 7D | -0.4% | -0.6% | +0.2% | +0.5% |
| 30D | +1.0% | +3.6% | -2.6% | -2.9% |
| 3M | +0.7% | +2.7% | -1.9% | -2.1% |
| 6M | +7.3% | +13.2% | -5.9% | -6.5% |
| YTD | -2.5% | +26.8% | -29.3% | -24.9% |
| 1Y | -10.3% | +29.3% | -39.5% | -32.3% |
| 3Y | +81.1% | +85.1% | -4.0% | -7.9% |
| 5Y | +45.3% | +74.2% | -28.9% | -19.6% |
| 10Y | +290.3% | +204.6% | +85.7% | +19.6% |
| All | +724.3% | +362.2% | +362.1% | +37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling