+313.2%
TEL vs PR
+152.2%
+161.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.5% |
| 7D | -0.9% | -9.5% | +8.6% | 0.0% |
| 30D | -0.2% | -5.7% | +5.4% | +0.2% |
| 3M | +2.0% | +3.0% | -1.0% | +1.5% |
| 6M | +6.4% | +11.8% | -5.4% | +4.7% |
| YTD | -3.2% | +58.5% | -61.7% | -8.5% |
| 1Y | -11.2% | +69.9% | -81.0% | -16.6% |
| 3Y | +79.8% | +84.9% | -5.1% | +66.0% |
| 5Y | +46.6% | +246.4% | -199.9% | +24.9% |
| 10Y | +288.1% | +70.3% | +217.8% | +210.3% |
| All | +313.2% | +152.2% | +161.0% | +231.8% |
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