+70.2%
TEL vs ROIV
+201.4%
-131.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | +3.0% | +0.6% | +2.3% | +2.8% |
| 30D | -3.9% | +1.0% | -4.9% | -4.3% |
| 3M | -5.1% | +18.3% | -23.4% | -8.6% |
| 6M | +0.6% | +18.3% | -17.7% | -3.5% |
| YTD | -7.3% | +61.0% | -68.3% | -15.9% |
| 1Y | +1.1% | +177.9% | -176.7% | -17.0% |
| All | +70.2% | +201.4% | -131.2% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling