+66.9%
TEL vs ROP
-17.7%
+84.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.1% |
| 7D | -1.4% | -5.4% | +4.0% | -0.2% |
| 30D | -4.9% | -1.6% | -3.2% | -4.6% |
| 3M | +0.1% | +18.8% | -18.8% | -4.6% |
| 6M | +0.4% | +8.2% | -7.8% | -1.7% |
| YTD | -8.9% | -10.5% | +1.6% | -3.6% |
| 1Y | -0.3% | -23.7% | +23.4% | +14.2% |
| All | +66.9% | -17.7% | +84.6% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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