+683.8%
TEL vs PPL
+97.2%
+586.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +3.0% | +2.7% | +0.3% | +1.5% |
| 30D | -3.9% | +0.5% | -4.4% | -4.2% |
| 3M | -5.1% | +0.7% | -5.8% | -5.9% |
| 6M | +0.6% | -7.6% | +8.2% | +4.3% |
| YTD | -7.3% | +1.8% | -9.1% | -8.9% |
| 1Y | +1.1% | -0.8% | +1.9% | +0.4% |
| 3Y | +63.7% | +56.9% | +6.8% | +22.7% |
| 5Y | +50.7% | +39.5% | +11.1% | +19.8% |
| 10Y | +290.2% | +55.4% | +234.8% | +175.8% |
| All | +683.8% | +97.2% | +586.6% | +304.2% |
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