+73.5%
TEL vs TLN
+583.6%
-510.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.8% | -4.1% | -1.0% |
| 7D | +3.0% | +7.1% | -4.1% | +1.7% |
| 30D | -3.9% | -3.9% | 0.0% | -3.3% |
| 3M | -5.1% | -16.2% | +11.0% | -2.6% |
| 6M | +0.6% | -5.8% | +6.4% | +0.6% |
| YTD | -7.3% | -15.4% | +8.1% | -5.9% |
| 1Y | +1.1% | -16.7% | +17.8% | +2.7% |
| 3Y | +63.7% | +473.8% | -410.1% | +33.0% |
| All | +73.5% | +583.6% | -510.0% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling