+670.1%
TEL vs IWF
+919.5%
-249.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.4% |
| 7D | -1.4% | +1.5% | -2.9% | -3.0% |
| 30D | -4.9% | -1.3% | -3.6% | -3.6% |
| 3M | +0.1% | +0.1% | 0.0% | -0.3% |
| 6M | +0.4% | +10.3% | -9.9% | -9.9% |
| YTD | -8.9% | +4.2% | -13.1% | -13.1% |
| 1Y | -0.3% | +9.3% | -9.6% | -9.5% |
| 3Y | +67.6% | +79.3% | -11.7% | -12.6% |
| 5Y | +50.7% | +73.8% | -23.1% | -20.0% |
| 10Y | +288.6% | +410.9% | -122.3% | -43.8% |
| All | +670.1% | +919.5% | -249.4% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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