+294.7%
TEL vs PPL
+62.1%
+232.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.8% |
| 7D | +0.6% | -1.2% | +1.8% | +1.1% |
| 30D | +0.2% | +4.2% | -4.0% | -1.8% |
| 3M | +1.5% | +1.5% | 0.0% | +0.6% |
| 6M | +6.9% | +1.0% | +5.9% | +5.8% |
| YTD | -2.8% | +4.4% | -7.2% | -5.5% |
| 1Y | -8.8% | +0.8% | -9.5% | -10.0% |
| 3Y | +84.3% | +56.5% | +27.8% | +42.7% |
| 5Y | +46.8% | +47.7% | -0.9% | +16.2% |
| 10Y | +294.7% | +64.4% | +230.3% | +185.4% |
| All | +294.7% | +62.1% | +232.6% | +185.4% |
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