+288.1%
TEL vs TMF
-82.2%
+370.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.7% |
| 7D | -0.9% | -1.1% | +0.1% | -1.0% |
| 30D | -0.2% | +11.8% | -12.1% | +0.5% |
| 3M | +2.0% | -4.0% | +6.1% | +1.8% |
| 6M | +6.4% | -16.5% | +23.0% | +5.2% |
| YTD | -3.2% | -19.9% | +16.7% | -4.6% |
| 1Y | -11.2% | -25.6% | +14.4% | -12.8% |
| 3Y | +79.8% | -29.9% | +109.6% | +77.9% |
| 5Y | +46.6% | -88.2% | +134.8% | +14.3% |
| 10Y | +288.1% | -81.7% | +369.8% | +252.8% |
| All | +288.1% | -82.2% | +370.3% | +252.8% |
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