+683.8%
TEL vs ROL
+1,455.3%
-771.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +3.0% | -1.4% | +4.4% | +3.6% |
| 30D | -3.9% | -4.1% | +0.2% | -2.3% |
| 3M | -5.1% | -22.5% | +17.4% | +5.0% |
| 6M | +0.6% | -37.7% | +38.3% | +21.9% |
| YTD | -7.3% | -39.6% | +32.3% | +13.2% |
| 1Y | +1.1% | -36.0% | +37.2% | +19.8% |
| 3Y | +63.7% | -5.1% | +68.8% | +58.9% |
| 5Y | +50.7% | -3.4% | +54.0% | +41.6% |
| 10Y | +290.2% | +215.2% | +74.9% | +97.9% |
| All | +683.8% | +1,455.3% | -771.5% | +93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling