+84.3%
TEL vs ROIV
+351.4%
-267.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.6% | +1.1% | +4.7% |
| 7D | +0.6% | +13.3% | -12.7% | -2.1% |
| 30D | +0.2% | +14.8% | -14.5% | -2.8% |
| 3M | +1.5% | +11.9% | -10.4% | -1.8% |
| 6M | +6.9% | +42.4% | -35.5% | -3.6% |
| YTD | -2.8% | +87.4% | -90.2% | -18.5% |
| 1Y | -8.8% | +97.2% | -106.0% | -24.7% |
| 3Y | +84.3% | +375.7% | -291.4% | +18.7% |
| All | +84.3% | +351.4% | -267.1% | +18.7% |
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