+72.6%
TEL vs QSR
+25.8%
+46.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.5% |
| 7D | +1.6% | -4.0% | +5.6% | +2.4% |
| 30D | -0.7% | +2.8% | -3.4% | -1.2% |
| 3M | +2.4% | +5.1% | -2.7% | +1.3% |
| 6M | +4.1% | +8.8% | -4.7% | +1.8% |
| YTD | -5.8% | +14.8% | -20.7% | -9.2% |
| 1Y | +0.9% | +25.7% | -24.8% | -5.5% |
| 3Y | +72.6% | +27.5% | +45.1% | +58.7% |
| All | +72.6% | +25.8% | +46.8% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 3y: compounded portfolio wealth divided by compounded QSR 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…
3y analysis · Full analysis span regression · 6 months rolling