+70.2%
TEL vs TLN
+589.3%
-519.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.2% |
| 7D | +1.2% | +5.8% | -4.6% | +0.2% |
| 30D | -4.1% | -6.9% | +2.7% | -3.0% |
| 3M | -2.6% | -10.9% | +8.3% | -1.1% |
| 6M | 0.0% | -4.6% | +4.6% | -0.2% |
| YTD | -9.1% | -14.7% | +5.7% | -7.8% |
| 1Y | -0.8% | -17.9% | +17.1% | +0.9% |
| 3Y | +67.4% | +483.9% | -416.5% | +35.5% |
| All | +70.2% | +589.3% | -519.1% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling