+41.6%
TEL vs RF
+42.5%
-0.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -2.8% | -0.9% | -1.9% | -2.4% |
| 30D | -4.1% | +6.0% | -10.1% | -6.6% |
| 3M | -3.4% | -8.9% | +5.5% | +0.7% |
| 6M | -3.5% | +2.3% | -5.8% | -4.9% |
| YTD | -8.0% | +7.6% | -15.6% | -11.8% |
| 1Y | -13.7% | +21.2% | -34.9% | -21.6% |
| 3Y | +71.9% | +108.5% | -36.6% | +20.1% |
| All | +41.6% | +42.5% | -0.9% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling