+81.0%
TEL vs RF
+119.8%
-38.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.3% |
| 7D | +4.5% | +1.9% | +2.6% | +3.6% |
| 30D | +2.9% | +7.3% | -4.4% | -0.5% |
| 3M | +1.1% | -7.9% | +9.1% | +5.1% |
| 6M | +5.0% | +10.5% | -5.5% | -0.5% |
| YTD | -3.9% | +9.6% | -13.5% | -9.0% |
| 1Y | -7.4% | +20.3% | -27.7% | -16.3% |
| 3Y | +81.0% | +119.5% | -38.5% | +25.2% |
| All | +81.0% | +119.8% | -38.8% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling