+66.7%
TEL vs PH
+137.6%
-70.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | -4.1% | -10.3% | +6.2% | +1.4% |
| 3M | -2.6% | +5.1% | -7.6% | -5.6% |
| 6M | 0.0% | +2.3% | -2.3% | -1.8% |
| YTD | -9.1% | +8.7% | -17.7% | -13.4% |
| 1Y | -0.8% | +26.8% | -27.6% | -12.8% |
| All | +66.7% | +137.6% | -70.9% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 3y: compounded portfolio wealth divided by compounded PH 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…
3y analysis · Full analysis span regression · 6 months rolling