+300.0%
TEL vs P
+727.7%
-427.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.2% |
| 7D | -1.4% | +7.8% | -9.3% | -3.3% |
| 30D | -4.9% | +12.3% | -17.2% | -8.3% |
| 3M | +0.1% | +37.1% | -37.0% | -8.9% |
| 6M | +0.4% | +66.1% | -65.7% | -14.5% |
| YTD | -8.9% | +50.9% | -59.9% | -21.0% |
| 1Y | -0.3% | +27.2% | -27.5% | -11.3% |
| 3Y | +67.6% | +158.7% | -91.1% | +13.2% |
| 5Y | +50.7% | +291.1% | -240.4% | -13.0% |
| All | +300.0% | +727.7% | -427.6% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling