+290.3%
TEL vs P
+686.0%
-395.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.7% | -0.4% |
| 7D | -0.4% | -4.7% | +4.3% | +0.6% |
| 30D | +1.0% | -31.4% | +32.4% | +10.1% |
| 3M | +0.7% | -2.6% | +3.4% | -0.3% |
| 6M | +7.3% | +21.9% | -14.7% | -1.7% |
| YTD | -2.5% | +58.9% | -61.4% | -17.7% |
| 1Y | -10.3% | +21.7% | -32.0% | -20.1% |
| 3Y | +81.1% | +193.3% | -112.2% | +16.4% |
| 5Y | +45.3% | +275.1% | -229.9% | -16.3% |
| 10Y | +290.3% | +655.3% | -365.0% | +77.3% |
| All | +290.3% | +686.0% | -395.7% | +77.3% |
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