+668.9%
TEL vs TD
+633.1%
+35.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | +0.7% |
| 7D | +1.2% | -1.9% | +3.1% | +2.6% |
| 30D | -4.1% | -1.6% | -2.5% | -3.1% |
| 3M | -2.6% | +4.6% | -7.2% | -5.9% |
| 6M | 0.0% | +26.8% | -26.8% | -15.5% |
| YTD | -9.1% | +28.3% | -37.4% | -23.9% |
| 1Y | -0.8% | +60.4% | -61.3% | -29.1% |
| 3Y | +67.4% | +125.7% | -58.4% | -7.7% |
| 5Y | +51.8% | +122.4% | -70.6% | -16.2% |
| 10Y | +299.4% | +297.1% | +2.3% | +43.4% |
| All | +668.9% | +633.1% | +35.8% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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