-0.8%
TEL vs TMF
-23.1%
+22.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.2% |
| 7D | +1.2% | -0.9% | +2.1% | +1.4% |
| 30D | -4.1% | -1.0% | -3.1% | -4.0% |
| 3M | -2.6% | -11.3% | +8.7% | -0.5% |
| 6M | 0.0% | -22.7% | +22.7% | +2.5% |
| YTD | -9.1% | -17.3% | +8.3% | -5.7% |
| 1Y | -0.8% | -22.5% | +21.6% | +2.1% |
| All | -0.8% | -23.1% | +22.2% | +2.1% |
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