+285.8%
TEL vs TMF
-82.1%
+367.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.8% |
| 7D | +4.5% | -9.3% | +13.8% | +3.9% |
| 30D | +2.9% | +1.9% | +1.0% | +3.1% |
| 3M | +1.1% | -11.2% | +12.4% | +0.5% |
| 6M | +5.0% | -17.7% | +22.7% | +3.7% |
| YTD | -3.9% | -24.5% | +20.6% | -5.5% |
| 1Y | -7.4% | -29.4% | +22.0% | -9.5% |
| 3Y | +81.0% | -33.4% | +114.4% | +78.6% |
| 5Y | +42.3% | -88.7% | +131.0% | +11.0% |
| All | +285.8% | -82.1% | +367.8% | +249.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling