+668.9%
TEL vs SPYG
+949.9%
-281.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | +1.2% | +0.3% | +0.9% | +0.9% |
| 30D | -4.1% | -1.7% | -2.4% | -2.4% |
| 3M | -2.6% | +3.6% | -6.2% | -6.4% |
| 6M | 0.0% | +16.6% | -16.6% | -15.6% |
| YTD | -9.1% | +13.4% | -22.4% | -20.8% |
| 1Y | -0.8% | +19.6% | -20.4% | -18.5% |
| 3Y | +67.4% | +99.8% | -32.4% | -23.2% |
| 5Y | +51.8% | +85.0% | -33.2% | -25.2% |
| 10Y | +299.4% | +422.1% | -122.7% | -43.8% |
| All | +668.9% | +949.9% | -281.0% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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