-10.3%
TEL vs PL
+8.6%
-18.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -0.4% | +13.4% | -13.7% | -1.6% |
| 30D | +1.0% | -10.2% | +11.1% | +1.5% |
| 3M | +0.7% | -39.5% | +40.2% | +4.0% |
| 6M | +7.3% | -65.7% | +73.0% | +14.6% |
| YTD | -2.5% | -27.3% | +24.8% | -3.7% |
| 1Y | -10.3% | +15.0% | -25.3% | -16.0% |
| All | -10.3% | +8.6% | -18.9% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling