+69.5%
TEL vs PCOR
-30.9%
+100.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +0.6% |
| 7D | +3.0% | -9.0% | +11.9% | +5.1% |
| 30D | -3.9% | +4.2% | -8.1% | -5.1% |
| 3M | -5.1% | +14.4% | -19.5% | -8.6% |
| 6M | +0.6% | +0.2% | +0.4% | -1.5% |
| YTD | -7.3% | -20.3% | +13.0% | -4.5% |
| 1Y | +1.1% | -16.1% | +17.3% | +2.3% |
| 3Y | +63.7% | -14.7% | +78.4% | +59.3% |
| 5Y | +50.7% | -43.2% | +93.8% | +43.5% |
| All | +69.5% | -30.9% | +100.4% | +63.3% |
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