+288.6%
TEL vs PPL
+55.2%
+233.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -1.4% | +1.8% | -3.2% | -2.2% |
| 30D | -4.9% | -1.1% | -3.8% | -4.4% |
| 3M | +0.1% | 0.0% | +0.1% | -0.3% |
| 6M | +0.4% | -7.6% | +7.9% | +3.6% |
| YTD | -8.9% | +1.7% | -10.7% | -10.3% |
| 1Y | -0.3% | +1.5% | -1.8% | -2.0% |
| 3Y | +67.6% | +55.3% | +12.4% | +30.3% |
| 5Y | +50.7% | +37.7% | +13.0% | +23.8% |
| 10Y | +288.6% | +54.0% | +234.6% | +187.6% |
| All | +288.6% | +55.2% | +233.4% | +187.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling