+310.5%
TEL vs P
+485.4%
-174.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.7% |
| 7D | +3.0% | +6.5% | -3.6% | +1.4% |
| 30D | -3.9% | +18.8% | -22.8% | -8.4% |
| 3M | -5.1% | +26.7% | -31.9% | -11.5% |
| 6M | +0.6% | +62.2% | -61.6% | -12.9% |
| YTD | -7.3% | +48.5% | -55.8% | -18.5% |
| 1Y | +1.1% | +26.4% | -25.3% | -9.1% |
| 3Y | +63.7% | +159.4% | -95.7% | +14.3% |
| 5Y | +50.7% | +275.8% | -225.1% | -7.3% |
| 10Y | +290.2% | +732.0% | -441.9% | +92.7% |
| All | +310.5% | +485.4% | -174.8% | +102.7% |
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