+309.3%
TEL vs RUN
+42.2%
+267.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.7% |
| 7D | +1.6% | -3.7% | +5.3% | +2.0% |
| 30D | -0.7% | -13.0% | +12.3% | +1.0% |
| 3M | +2.4% | -31.8% | +34.2% | +6.9% |
| 6M | +4.1% | -32.2% | +36.4% | +8.0% |
| YTD | -5.8% | -53.5% | +47.7% | +0.8% |
| 1Y | +0.9% | -46.5% | +47.4% | +5.2% |
| 3Y | +72.6% | -37.6% | +110.2% | +49.3% |
| 5Y | +57.5% | -80.9% | +138.4% | +52.3% |
| All | +309.3% | +42.2% | +267.2% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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