+50.7%
TEL vs REPL
-53.9%
+104.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.7% |
| 7D | -1.4% | -5.7% | +4.3% | -1.3% |
| 30D | -4.9% | +22.5% | -27.3% | -5.3% |
| 3M | +0.1% | +64.7% | -64.6% | -1.9% |
| 6M | +0.4% | +83.0% | -82.7% | -3.8% |
| YTD | -8.9% | +52.0% | -60.9% | -12.2% |
| 1Y | -0.3% | +144.5% | -144.8% | -7.6% |
| 3Y | +67.6% | -25.1% | +92.7% | +54.1% |
| 5Y | +50.7% | -52.9% | +103.6% | +39.0% |
| All | +50.7% | -53.9% | +104.6% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling