+76.2%
TEL vs PL
+46.6%
+29.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +14.5% | -8.8% | +4.1% |
| 7D | +0.6% | +10.9% | -10.3% | -0.7% |
| 30D | +0.2% | -16.4% | +16.6% | +1.9% |
| 3M | +1.5% | -39.9% | +41.5% | +6.5% |
| 6M | +6.9% | -63.2% | +70.1% | +16.7% |
| YTD | -2.8% | -27.1% | +24.3% | -3.4% |
| 1Y | -8.8% | +12.2% | -21.0% | -14.3% |
| 3Y | +84.3% | +584.3% | -500.0% | +27.3% |
| 5Y | +46.8% | +37.0% | +9.8% | +12.4% |
| All | +76.2% | +46.6% | +29.5% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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