-10.9%
TEL vs Q
+71.3%
-82.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.9% |
| 7D | +3.0% | +0.2% | +2.7% | +2.8% |
| 30D | -3.9% | -11.1% | +7.2% | -0.2% |
| 3M | -5.1% | -22.1% | +17.0% | +2.2% |
| 6M | +0.6% | +0.5% | +0.1% | -3.5% |
| YTD | -7.3% | +47.8% | -55.1% | -23.6% |
| All | -10.9% | +71.3% | -82.2% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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