+309.3%
TEL vs PEG
+148.0%
+161.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | +1.6% | -0.9% | +2.5% | +2.0% |
| 30D | -0.7% | -3.7% | +3.1% | +1.1% |
| 3M | +2.4% | -7.3% | +9.7% | +5.9% |
| 6M | +4.1% | -10.5% | +14.6% | +9.4% |
| YTD | -5.8% | -7.5% | +1.7% | -2.6% |
| 1Y | +0.9% | -8.7% | +9.6% | +4.7% |
| 3Y | +72.6% | +31.4% | +41.2% | +45.1% |
| 5Y | +57.5% | +37.8% | +19.8% | +27.2% |
| All | +309.3% | +148.0% | +161.3% | +160.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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