+683.8%
TEL vs RL
+384.3%
+299.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.2% |
| 7D | +3.0% | -0.8% | +3.8% | +3.3% |
| 30D | -3.9% | -7.8% | +3.8% | -0.8% |
| 3M | -5.1% | -4.0% | -1.1% | -4.0% |
| 6M | +0.6% | -1.9% | +2.5% | +0.2% |
| YTD | -7.3% | -0.2% | -7.1% | -8.4% |
| 1Y | +1.1% | +10.7% | -9.5% | -4.6% |
| 3Y | +63.7% | +210.8% | -147.1% | -4.4% |
| 5Y | +50.7% | +238.2% | -187.6% | -18.0% |
| 10Y | +290.2% | +313.4% | -23.2% | +71.2% |
| All | +683.8% | +384.3% | +299.5% | +99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling