+76.9%
TEL vs PCOR
-9.2%
+86.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.9% | +20.7% | -21.6% | -5.1% |
| 30D | -0.2% | +35.7% | -35.9% | -7.0% |
| 3M | +2.0% | +31.1% | -29.0% | -4.7% |
| 6M | +6.4% | +43.1% | -36.7% | -3.3% |
| YTD | -3.2% | +4.8% | -8.1% | -6.7% |
| 1Y | -11.2% | -3.7% | -7.5% | -12.3% |
| 3Y | +79.8% | +46.5% | +33.2% | +54.3% |
| 5Y | +46.6% | -17.3% | +63.8% | +30.2% |
| All | +76.9% | -9.2% | +86.1% | +59.6% |
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