+295.2%
TEL vs RVTY
+139.0%
+156.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.0% |
| 7D | -2.3% | -7.4% | +5.1% | +1.1% |
| 30D | -6.1% | +4.5% | -10.6% | -8.2% |
| 3M | +1.7% | +19.5% | -17.8% | -7.3% |
| 6M | +1.6% | +34.1% | -32.5% | -12.7% |
| YTD | -9.1% | +25.3% | -34.3% | -20.0% |
| 1Y | -1.7% | +47.0% | -48.7% | -20.3% |
| 3Y | +67.3% | +14.1% | +53.2% | +46.0% |
| 5Y | +52.1% | -34.6% | +86.7% | +73.0% |
| All | +295.2% | +139.0% | +156.2% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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