+156.9%
TEL vs REPL
-9.7%
+166.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.1% |
| 7D | +1.2% | -9.6% | +10.8% | +1.6% |
| 30D | -4.1% | +5.7% | -9.8% | -4.4% |
| 3M | -2.6% | +56.4% | -59.0% | -6.1% |
| 6M | 0.0% | +67.4% | -67.4% | -7.8% |
| YTD | -9.1% | +48.7% | -57.7% | -15.8% |
| 1Y | -0.8% | +148.3% | -149.1% | -13.8% |
| 3Y | +67.4% | -26.7% | +94.1% | +39.5% |
| 5Y | +51.8% | -54.1% | +105.9% | +28.7% |
| All | +156.9% | -9.7% | +166.6% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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