+772.1%
TEL vs PSLV
+108.9%
+663.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +0.7% |
| 7D | -2.3% | -4.9% | +2.6% | -1.6% |
| 30D | -6.1% | -1.9% | -4.2% | -5.9% |
| 3M | +1.7% | +4.2% | -2.5% | +0.9% |
| 6M | +1.6% | -27.6% | +29.2% | +5.4% |
| YTD | -9.1% | -11.7% | +2.6% | -9.6% |
| 1Y | -1.7% | +49.3% | -51.0% | -9.4% |
| 3Y | +67.3% | +167.1% | -99.8% | +41.5% |
| 5Y | +52.1% | +151.7% | -99.6% | +28.5% |
| 10Y | +299.3% | +187.0% | +112.4% | +224.8% |
| All | +772.1% | +108.9% | +663.2% | +551.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling