+52.1%
TEL vs ROP
-16.2%
+68.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | +0.4% |
| 7D | +1.2% | -6.1% | +7.3% | +4.0% |
| 30D | -4.1% | -3.4% | -0.8% | -2.8% |
| 3M | -2.6% | +16.7% | -19.3% | -10.2% |
| 6M | 0.0% | +8.1% | -8.0% | -4.7% |
| YTD | -9.1% | -11.7% | +2.6% | -3.3% |
| 1Y | -0.8% | -24.2% | +23.4% | +16.0% |
| 3Y | +67.4% | -19.0% | +86.3% | +82.1% |
| All | +52.1% | -16.2% | +68.3% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling