+141.4%
TEL vs RVMD
+636.2%
-494.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +1.2% | -0.7% | +2.0% | +1.3% |
| 30D | -4.1% | +0.3% | -4.5% | -4.2% |
| 3M | -2.6% | +38.9% | -41.4% | -7.3% |
| 6M | 0.0% | +108.1% | -108.1% | -11.4% |
| YTD | -9.1% | +160.7% | -169.8% | -23.0% |
| 1Y | -0.8% | +407.3% | -408.1% | -24.7% |
| 3Y | +67.4% | +546.6% | -479.2% | +17.3% |
| 5Y | +51.8% | +579.8% | -528.1% | -1.4% |
| All | +141.4% | +636.2% | -494.7% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 all: compounded portfolio wealth divided by compounded RVMD 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…
all analysis · Full analysis span regression · 6 months rolling