+683.8%
TEL vs ROP
+712.1%
-28.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +2.0% |
| 7D | +3.0% | -4.4% | +7.4% | +6.0% |
| 30D | -3.9% | +3.2% | -7.2% | -6.2% |
| 3M | -5.1% | +23.1% | -28.2% | -18.5% |
| 6M | +0.6% | +13.3% | -12.7% | -9.7% |
| YTD | -7.3% | -7.9% | +0.6% | -5.8% |
| 1Y | +1.1% | -22.1% | +23.2% | +14.8% |
| 3Y | +63.7% | -16.8% | +80.5% | +74.9% |
| 5Y | +50.7% | -13.5% | +64.2% | +55.6% |
| 10Y | +290.2% | +137.7% | +152.5% | +87.9% |
| All | +683.8% | +712.1% | -28.2% | +46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling