+56.5%
TEL vs PSLV
+154.2%
-97.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.5% |
| 7D | +1.6% | -3.5% | +5.0% | +2.2% |
| 30D | -0.7% | -2.1% | +1.5% | -0.4% |
| 3M | +2.4% | -1.6% | +4.1% | +2.4% |
| 6M | +4.1% | -25.5% | +29.6% | +8.4% |
| YTD | -5.8% | -11.4% | +5.6% | -7.7% |
| 1Y | +0.9% | +48.6% | -47.7% | -11.8% |
| 3Y | +72.6% | +166.9% | -94.3% | +30.9% |
| All | +56.5% | +154.2% | -97.7% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling