+683.8%
TEL vs PH
+1,892.9%
-1,209.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.2% |
| 7D | +3.0% | -3.1% | +6.0% | +4.9% |
| 30D | -3.9% | -3.2% | -0.7% | -2.3% |
| 3M | -5.1% | +10.6% | -15.7% | -11.6% |
| 6M | +0.6% | -2.1% | +2.7% | +1.1% |
| YTD | -7.3% | +10.2% | -17.5% | -13.6% |
| 1Y | +1.1% | +28.2% | -27.1% | -14.8% |
| 3Y | +63.7% | +134.9% | -71.2% | -9.5% |
| 5Y | +50.7% | +253.6% | -203.0% | -37.1% |
| 10Y | +290.2% | +804.7% | -514.6% | -18.5% |
| All | +683.8% | +1,892.9% | -1,209.0% | -29.9% |
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