+0.9%
TEL vs TLN
-23.3%
+24.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.5% |
| 7D | +1.6% | -1.3% | +2.9% | +1.9% |
| 30D | -0.7% | -14.3% | +13.7% | +2.9% |
| 3M | +2.4% | -9.3% | +11.7% | +3.7% |
| 6M | +4.1% | -1.1% | +5.2% | +2.2% |
| YTD | -5.8% | -16.6% | +10.7% | -3.9% |
| 1Y | +0.9% | -22.0% | +22.9% | +5.7% |
| All | +0.9% | -23.3% | +24.2% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling