+71.9%
TEL vs PPL
+56.0%
+15.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -2.8% | +0.4% | -3.2% | -2.9% |
| 30D | -4.1% | +5.4% | -9.5% | -4.8% |
| 3M | -3.4% | +4.3% | -7.6% | -3.9% |
| 6M | -3.5% | -1.3% | -2.2% | -3.3% |
| YTD | -8.0% | +4.7% | -12.7% | -8.6% |
| 1Y | -13.7% | +1.3% | -15.0% | -13.8% |
| 3Y | +71.9% | +57.2% | +14.7% | +51.5% |
| All | +71.9% | +56.0% | +15.9% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling