+292.8%
TEL vs PR
+152.6%
+140.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.1% |
| 7D | -2.8% | -16.4% | +13.6% | -1.1% |
| 30D | -4.1% | -1.9% | -2.2% | -4.0% |
| 3M | -3.4% | +8.0% | -11.3% | -4.3% |
| 6M | -3.5% | +4.1% | -7.6% | -4.3% |
| YTD | -8.0% | +58.7% | -66.7% | -13.0% |
| 1Y | -13.7% | +75.8% | -89.5% | -19.3% |
| 3Y | +71.9% | +73.2% | -1.2% | +59.8% |
| 5Y | +40.9% | +230.1% | -189.3% | +20.5% |
| 10Y | +293.3% | +67.4% | +226.0% | +214.2% |
| All | +292.8% | +152.6% | +140.3% | +215.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling