+56.5%
TEL vs ROL
-5.1%
+61.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.5% |
| 7D | +1.6% | -3.2% | +4.7% | +2.5% |
| 30D | -0.7% | -4.9% | +4.2% | +0.7% |
| 3M | +2.4% | -25.8% | +28.3% | +10.7% |
| 6M | +4.1% | -37.6% | +41.7% | +18.1% |
| YTD | -5.8% | -41.5% | +35.7% | +8.3% |
| 1Y | +0.9% | -39.5% | +40.4% | +14.5% |
| 3Y | +72.6% | +0.1% | +72.5% | +60.6% |
| All | +56.5% | -5.1% | +61.6% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling