+309.3%
TEL vs RSG
+428.9%
-119.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.2% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | -0.7% | +4.0% | -4.6% | -2.7% |
| 3M | +2.4% | +7.4% | -4.9% | -2.1% |
| 6M | +4.1% | +0.1% | +4.0% | +2.8% |
| YTD | -5.8% | +6.0% | -11.8% | -10.5% |
| 1Y | +0.9% | -3.0% | +3.9% | +0.8% |
| 3Y | +72.6% | +56.5% | +16.1% | +22.4% |
| 5Y | +57.5% | +90.9% | -33.4% | -4.8% |
| All | +309.3% | +428.9% | -119.6% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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