+146.7%
TEL vs QS
-46.4%
+193.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.4% |
| 7D | +1.6% | -3.6% | +5.2% | +1.8% |
| 30D | -0.7% | -17.2% | +16.6% | +0.6% |
| 3M | +2.4% | -27.0% | +29.4% | +4.4% |
| 6M | +4.1% | -24.6% | +28.7% | +5.6% |
| YTD | -5.8% | -49.3% | +43.5% | -2.2% |
| 1Y | +0.9% | -40.3% | +41.2% | +3.0% |
| 3Y | +72.6% | -23.8% | +96.4% | +66.0% |
| 5Y | +57.5% | -75.0% | +132.5% | +54.0% |
| All | +146.7% | -46.4% | +193.1% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling