+718.3%
TEL vs RL
+440.5%
+277.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +5.6% | +2.4% | +3.2% | +4.5% |
| 30D | +0.9% | +4.6% | -3.7% | -1.0% |
| 3M | +2.1% | -1.1% | +3.2% | +2.4% |
| 6M | +2.7% | +16.5% | -13.8% | -4.9% |
| YTD | -3.2% | +11.4% | -14.6% | -8.8% |
| 1Y | -10.6% | +16.1% | -26.7% | -17.3% |
| 3Y | +79.8% | +252.6% | -172.8% | -0.3% |
| 5Y | +43.3% | +244.9% | -201.6% | -22.2% |
| 10Y | +287.5% | +342.4% | -54.9% | +65.6% |
| All | +718.3% | +440.5% | +277.8% | +99.1% |
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