+66.6%
TEL vs REPL
-33.1%
+99.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.4% | +8.3% | 0.0% |
| 7D | -2.3% | -13.4% | +11.1% | -2.2% |
| 30D | -6.1% | -3.0% | -3.1% | -6.1% |
| 3M | +1.7% | +56.3% | -54.6% | +1.0% |
| 6M | +1.6% | +60.9% | -59.3% | +0.5% |
| YTD | -9.1% | +36.2% | -45.3% | -9.9% |
| 1Y | -1.7% | +121.0% | -122.7% | -4.4% |
| All | +66.6% | -33.1% | +99.8% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling