-8.6%
TEL vs RF
+25.4%
-34.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.5% |
| 7D | -0.5% | +2.3% | -2.7% | -1.4% |
| 30D | +0.6% | +7.2% | -6.7% | -2.6% |
| 3M | +2.0% | -8.2% | +10.2% | +6.1% |
| 6M | +8.1% | +7.0% | +1.1% | +3.6% |
| YTD | -2.2% | +10.3% | -12.4% | -11.1% |
| 1Y | -8.6% | +25.1% | -33.7% | -24.9% |
| All | -8.6% | +25.4% | -34.0% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling