+54.0%
TEL vs LTH
+160.9%
-106.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +3.0% | -0.6% | +3.6% | +3.0% |
| 30D | -3.9% | -4.6% | +0.7% | -3.0% |
| 3M | -5.1% | +32.8% | -37.9% | -11.1% |
| 6M | +0.6% | +64.6% | -64.0% | -10.4% |
| YTD | -7.3% | +62.6% | -69.9% | -17.4% |
| 1Y | +1.1% | +49.9% | -48.8% | -8.5% |
| 3Y | +63.7% | +151.3% | -87.7% | +28.8% |
| All | +54.0% | +160.9% | -106.9% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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