-8.6%
TEL vs TMF
-23.9%
+15.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.2% | -0.3% |
| 7D | -0.5% | +4.0% | -4.4% | -1.3% |
| 30D | +0.6% | +19.5% | -18.9% | -3.7% |
| 3M | +2.0% | -3.5% | +5.5% | +3.0% |
| 6M | +8.1% | -10.6% | +18.7% | +10.9% |
| YTD | -2.2% | -17.1% | +14.9% | +3.1% |
| 1Y | -8.6% | -24.3% | +15.7% | -4.9% |
| All | -8.6% | -23.9% | +15.3% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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