+668.9%
TEL vs OMC
+157.4%
+511.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +2.0% |
| 7D | +1.2% | -4.2% | +5.5% | +3.8% |
| 30D | -4.1% | -7.5% | +3.4% | +0.2% |
| 3M | -2.6% | +4.6% | -7.2% | -6.5% |
| 6M | 0.0% | -4.8% | +4.9% | +1.3% |
| YTD | -9.1% | -1.0% | -8.0% | -12.3% |
| 1Y | -0.8% | +3.8% | -4.7% | -8.5% |
| 3Y | +67.4% | +10.2% | +57.2% | +43.5% |
| 5Y | +51.8% | +29.7% | +22.0% | +12.2% |
| 10Y | +299.4% | +32.3% | +267.1% | +163.8% |
| All | +668.9% | +157.4% | +511.5% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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