-8.6%
TEL vs PPL
+1.0%
-9.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.5% | +1.8% | -2.3% | -0.6% |
| 30D | +0.6% | +8.4% | -7.8% | -0.3% |
| 3M | +2.0% | +2.4% | -0.4% | +1.8% |
| 6M | +8.1% | -4.0% | +12.1% | +9.0% |
| YTD | -2.2% | +4.5% | -6.6% | -1.6% |
| 1Y | -8.6% | +1.7% | -10.3% | -5.9% |
| All | -8.6% | +1.0% | -9.6% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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