+98.6%
TEL vs ROIV
+276.5%
-177.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | +4.5% | +1.7% | +2.8% | +4.3% |
| 30D | +2.9% | +17.6% | -14.7% | +1.2% |
| 3M | +1.1% | +9.0% | -7.8% | -0.1% |
| 6M | +5.0% | +35.3% | -30.3% | +1.1% |
| YTD | -3.9% | +82.2% | -86.0% | -10.2% |
| 1Y | -7.4% | +92.3% | -99.7% | -14.0% |
| 3Y | +81.0% | +336.8% | -255.8% | +55.8% |
| 5Y | +42.3% | +370.6% | -328.3% | +11.7% |
| All | +98.6% | +276.5% | -177.8% | +63.0% |
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