+290.3%
TEL vs PR
+72.8%
+217.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.5% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | +1.0% | -4.6% | +5.6% | +1.4% |
| 3M | +0.7% | +4.7% | -4.0% | 0.0% |
| 6M | +7.3% | +12.4% | -5.2% | +5.5% |
| YTD | -2.5% | +62.9% | -65.4% | -8.1% |
| 1Y | -10.3% | +70.6% | -80.8% | -15.9% |
| 3Y | +81.1% | +90.0% | -8.9% | +66.7% |
| 5Y | +45.3% | +255.5% | -210.2% | +23.2% |
| 10Y | +290.3% | +78.7% | +211.6% | +213.3% |
| All | +290.3% | +72.8% | +217.5% | +213.3% |
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