+398.2%
TEL vs RNG
+305.9%
+92.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +1.2% | -4.1% | +5.3% | +1.9% |
| 30D | -4.1% | +8.6% | -12.7% | -5.5% |
| 3M | -2.6% | +78.0% | -80.5% | -12.0% |
| 6M | 0.0% | +67.0% | -67.0% | -9.8% |
| YTD | -9.1% | +142.4% | -151.5% | -24.2% |
| 1Y | -0.8% | +120.4% | -121.3% | -16.2% |
| 3Y | +67.4% | +122.1% | -54.8% | +36.4% |
| 5Y | +51.8% | -69.8% | +121.6% | +59.5% |
| 10Y | +299.4% | +223.4% | +76.0% | +146.5% |
| All | +398.2% | +305.9% | +92.3% | +189.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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