+83.6%
TEL vs ROL
+4.8%
+78.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -0.4% | +0.8% | -1.1% | -0.5% |
| 30D | +1.0% | +20.6% | -19.6% | -1.2% |
| 3M | +0.7% | +4.5% | -3.8% | +0.4% |
| 6M | +7.3% | -26.5% | +33.8% | +12.3% |
| YTD | -2.5% | -34.8% | +32.3% | +3.7% |
| 1Y | -10.3% | -33.2% | +22.9% | -5.0% |
| All | +83.6% | +4.8% | +78.8% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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