+51.8%
TEL vs PH
+251.4%
-199.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.2% |
| 3M | -2.6% | +5.1% | -7.6% | -6.0% |
| 6M | 0.0% | +2.3% | -2.3% | -2.1% |
| YTD | -9.1% | +8.7% | -17.7% | -14.2% |
| 1Y | -0.8% | +26.8% | -27.6% | -15.0% |
| 3Y | +67.4% | +139.2% | -71.8% | -6.4% |
| 5Y | +51.8% | +251.1% | -199.4% | -37.8% |
| All | +51.8% | +251.4% | -199.7% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling