+718.3%
TEL vs PH
+1,883.3%
-1,165.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.2% |
| 7D | +5.6% | +7.4% | -1.8% | +0.9% |
| 30D | +0.9% | +0.5% | +0.4% | +0.4% |
| 3M | +2.1% | -10.2% | +12.3% | +9.0% |
| 6M | +2.7% | +8.9% | -6.2% | -3.5% |
| YTD | -3.2% | +9.7% | -12.9% | -9.6% |
| 1Y | -10.6% | +12.8% | -23.4% | -18.0% |
| 3Y | +79.8% | +134.6% | -54.8% | 0.0% |
| 5Y | +43.3% | +204.5% | -161.3% | -34.0% |
| 10Y | +287.5% | +697.5% | -410.1% | -12.0% |
| All | +718.3% | +1,883.3% | -1,165.0% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling