+328.5%
TEL vs P
+499.9%
-171.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.3% |
| 7D | -0.9% | -13.3% | +12.4% | +2.3% |
| 30D | -0.2% | -34.0% | +33.7% | +9.2% |
| 3M | +2.0% | +4.1% | -2.1% | -0.6% |
| 6M | +6.4% | +30.5% | -24.0% | -3.6% |
| YTD | -3.2% | +52.2% | -55.4% | -16.4% |
| 1Y | -11.2% | +10.3% | -21.4% | -18.2% |
| 3Y | +79.8% | +180.9% | -101.1% | +21.6% |
| 5Y | +46.6% | +259.7% | -213.2% | -9.9% |
| 10Y | +288.1% | +652.6% | -364.5% | +90.7% |
| All | +328.5% | +499.9% | -171.4% | +107.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling