+285.8%
TEL vs RRC
+73.1%
+212.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +4.5% | +6.4% | -1.9% | +3.7% |
| 30D | +2.9% | +23.9% | -21.0% | -0.1% |
| 3M | +1.1% | +30.2% | -29.0% | -2.5% |
| 6M | +5.0% | +26.3% | -21.3% | +1.3% |
| YTD | -3.9% | +48.1% | -52.0% | -9.6% |
| 1Y | -7.4% | +37.7% | -45.1% | -12.2% |
| 3Y | +81.0% | +60.3% | +20.7% | +66.5% |
| 5Y | +42.3% | +135.3% | -93.0% | +21.2% |
| All | +285.8% | +73.1% | +212.7% | +172.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling