+87.9%
TEL vs ROIV
+298.2%
-210.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.2% |
| 7D | +1.2% | +22.3% | -21.1% | -1.0% |
| 30D | -4.1% | +16.9% | -21.0% | -5.9% |
| 3M | -2.6% | +43.9% | -46.5% | -6.6% |
| 6M | 0.0% | +41.6% | -41.6% | -4.0% |
| YTD | -9.1% | +92.7% | -101.7% | -15.4% |
| 1Y | -0.8% | +210.2% | -211.0% | -11.9% |
| 3Y | +67.4% | +231.8% | -164.5% | +46.0% |
| 5Y | +51.8% | +319.8% | -268.0% | +22.3% |
| All | +87.9% | +298.2% | -210.3% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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