+295.9%
TEL vs PR
+109.1%
+186.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | +3.0% | +2.9% | 0.0% | +2.7% |
| 30D | -3.9% | +18.0% | -22.0% | -5.6% |
| 3M | -5.1% | +16.9% | -22.0% | -6.8% |
| 6M | +0.6% | +28.2% | -27.6% | -2.5% |
| YTD | -7.3% | +69.3% | -76.6% | -12.8% |
| 1Y | +1.1% | +69.5% | -68.4% | -5.0% |
| 3Y | +63.7% | +81.7% | -18.0% | +51.3% |
| 5Y | +50.7% | +422.2% | -371.6% | +23.8% |
| All | +295.9% | +109.1% | +186.8% | +219.4% |
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