+81.0%
TEL vs TLN
+580.6%
-499.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.2% |
| 7D | +4.5% | +11.0% | -6.5% | +2.5% |
| 30D | +2.9% | +4.9% | -2.0% | +1.8% |
| 3M | +1.1% | +4.9% | -3.8% | -0.3% |
| 6M | +5.0% | +7.1% | -2.1% | +2.5% |
| YTD | -3.9% | +0.3% | -4.2% | -5.8% |
| 1Y | -7.4% | +5.9% | -13.3% | -10.1% |
| 3Y | +81.0% | +578.5% | -497.5% | +47.6% |
| All | +81.0% | +580.6% | -499.6% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling