+294.7%
TEL vs PR
+66.7%
+228.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.7% | +5.8% |
| 7D | +0.6% | -12.4% | +12.9% | +1.9% |
| 30D | +0.2% | -6.6% | +6.8% | +0.8% |
| 3M | +1.5% | +7.5% | -6.0% | +0.5% |
| 6M | +6.9% | +10.8% | -3.9% | +5.3% |
| YTD | -2.8% | +57.0% | -59.8% | -8.1% |
| 1Y | -8.8% | +67.9% | -76.7% | -14.3% |
| 3Y | +84.3% | +87.6% | -3.3% | +69.9% |
| 5Y | +46.8% | +220.4% | -173.6% | +25.6% |
| 10Y | +294.7% | +64.8% | +229.9% | +218.5% |
| All | +294.7% | +66.7% | +228.0% | +218.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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