+683.8%
TEL vs IWD
+349.7%
+334.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.4% |
| 7D | +3.0% | -0.3% | +3.2% | +3.3% |
| 30D | -3.9% | +0.6% | -4.5% | -4.6% |
| 3M | -5.1% | +7.2% | -12.3% | -12.2% |
| 6M | +0.6% | +16.2% | -15.6% | -14.8% |
| YTD | -7.3% | +23.3% | -30.6% | -26.5% |
| 1Y | +1.1% | +29.6% | -28.4% | -24.0% |
| 3Y | +63.7% | +70.5% | -6.8% | -8.8% |
| 5Y | +50.7% | +73.5% | -22.8% | -16.2% |
| 10Y | +290.2% | +198.3% | +91.9% | +22.3% |
| All | +683.8% | +349.7% | +334.2% | +34.5% |
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