-8.6%
TEL vs PSLV
+7.9%
-16.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.0% | -5.8% | -0.8% |
| 7D | -0.5% | -2.6% | +2.2% | 0.0% |
| 30D | +0.6% | -14.2% | +14.7% | +3.1% |
| 3M | +2.0% | -12.2% | +14.2% | +3.9% |
| 6M | +8.1% | -28.1% | +36.2% | +13.1% |
| YTD | -2.2% | -28.2% | +26.1% | -3.3% |
| 1Y | -8.6% | +9.1% | -17.7% | -26.0% |
| All | -8.6% | +7.9% | -16.5% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling