+52.1%
TEL vs RUN
-81.3%
+133.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | -2.3% | -3.4% | +1.1% | -2.0% |
| 30D | -6.1% | -14.0% | +7.9% | -4.7% |
| 3M | +1.7% | -27.5% | +29.2% | +4.6% |
| 6M | +1.6% | -29.0% | +30.6% | +4.1% |
| YTD | -9.1% | -53.1% | +44.0% | -4.1% |
| 1Y | -1.7% | -46.7% | +45.1% | +1.8% |
| 3Y | +67.3% | -38.3% | +105.6% | +49.0% |
| 5Y | +52.1% | -80.7% | +132.8% | +47.1% |
| All | +52.1% | -81.3% | +133.4% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling