+77.7%
TEL vs PCOR
-9.0%
+86.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +5.4% |
| 7D | +0.6% | +22.2% | -21.6% | -4.0% |
| 30D | +0.2% | +36.0% | -35.8% | -6.6% |
| 3M | +1.5% | +34.0% | -32.5% | -5.6% |
| 6M | +6.9% | +43.5% | -36.6% | -3.0% |
| YTD | -2.8% | +5.1% | -7.9% | -6.3% |
| 1Y | -8.8% | -3.9% | -4.8% | -9.9% |
| 3Y | +84.3% | +52.9% | +31.4% | +56.6% |
| 5Y | +46.8% | -18.7% | +65.4% | +30.6% |
| All | +77.7% | -9.0% | +86.7% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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