+677.7%
TEL vs PPL
+102.7%
+574.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | -2.8% | +0.4% | -3.2% | -3.1% |
| 30D | -4.1% | +5.4% | -9.5% | -6.9% |
| 3M | -3.4% | +4.3% | -7.6% | -5.8% |
| 6M | -3.5% | -1.3% | -2.2% | -3.5% |
| YTD | -8.0% | +4.7% | -12.7% | -11.2% |
| 1Y | -13.7% | +1.3% | -15.0% | -15.3% |
| 3Y | +71.9% | +57.2% | +14.7% | +28.8% |
| 5Y | +40.9% | +48.2% | -7.4% | +8.1% |
| 10Y | +293.3% | +62.7% | +230.6% | +170.7% |
| All | +677.7% | +102.7% | +574.9% | +294.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling