+683.8%
TEL vs RF
+60.0%
+623.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +3.0% | +1.3% | +1.6% | +2.5% |
| 30D | -3.9% | -3.6% | -0.3% | -2.9% |
| 3M | -5.1% | +8.1% | -13.2% | -7.3% |
| 6M | +0.6% | +11.5% | -10.9% | -2.6% |
| YTD | -7.3% | +15.6% | -22.9% | -11.3% |
| 1Y | +1.1% | +15.7% | -14.5% | -3.4% |
| 3Y | +63.7% | +86.9% | -23.2% | +35.1% |
| 5Y | +50.7% | +89.8% | -39.2% | +22.4% |
| 10Y | +290.2% | +344.7% | -54.5% | +145.5% |
| All | +683.8% | +60.0% | +623.8% | +390.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling