-12.6%
TEL vs Q
+78.4%
-91.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.7% |
| 7D | +1.2% | +6.6% | -5.4% | -1.0% |
| 30D | -4.1% | -6.6% | +2.5% | -2.1% |
| 3M | -2.6% | -13.2% | +10.7% | +0.9% |
| 6M | 0.0% | +9.9% | -9.9% | -7.1% |
| YTD | -9.1% | +53.9% | -63.0% | -26.1% |
| All | -12.6% | +78.4% | -91.0% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling