+299.4%
TEL vs RL
+297.6%
+1.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.2% | +1.1% |
| 7D | +1.2% | -0.3% | +1.5% | +1.3% |
| 30D | -4.1% | -17.5% | +13.4% | +2.9% |
| 3M | -2.6% | -14.0% | +11.4% | +2.6% |
| 6M | 0.0% | -2.0% | +2.0% | -0.2% |
| YTD | -9.1% | -4.6% | -4.5% | -8.4% |
| 1Y | -0.8% | +9.5% | -10.3% | -5.4% |
| 3Y | +67.4% | +200.5% | -133.1% | +5.8% |
| 5Y | +51.8% | +226.3% | -174.5% | -9.6% |
| 10Y | +299.4% | +304.8% | -5.4% | +111.7% |
| All | +299.4% | +297.6% | +1.8% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling