+68.1%
TEL vs PCOR
-10.3%
+78.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.8% | +22.7% | -25.6% | -7.3% |
| 30D | -4.1% | +37.5% | -41.6% | -10.8% |
| 3M | -3.4% | +35.2% | -38.6% | -10.4% |
| 6M | -3.5% | +42.2% | -45.7% | -12.3% |
| YTD | -8.0% | +3.6% | -11.6% | -11.1% |
| 1Y | -13.7% | -4.8% | -9.0% | -14.6% |
| 3Y | +71.9% | +48.3% | +23.6% | +46.9% |
| 5Y | +40.9% | -20.1% | +61.0% | +25.7% |
| All | +68.1% | -10.3% | +78.5% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling