+66.7%
TEL vs RRC
+31.0%
+35.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +1.2% | -1.7% | +3.0% | +1.4% |
| 30D | -4.1% | +3.6% | -7.7% | -4.5% |
| 3M | -2.6% | +8.8% | -11.4% | -3.9% |
| 6M | 0.0% | +0.8% | -0.8% | -0.6% |
| YTD | -9.1% | +19.0% | -28.0% | -12.9% |
| 1Y | -0.8% | +22.9% | -23.8% | -6.2% |
| All | +66.7% | +31.0% | +35.7% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling