+71.9%
TEL vs TMF
-25.3%
+97.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -2.8% | +1.2% | -4.0% | -2.9% |
| 30D | -4.1% | +19.7% | -23.8% | -5.2% |
| 3M | -3.4% | -2.1% | -1.3% | -3.3% |
| 6M | -3.5% | -13.4% | +10.0% | -2.9% |
| YTD | -8.0% | -16.7% | +8.7% | -7.3% |
| 1Y | -13.7% | -23.3% | +9.6% | -12.8% |
| 3Y | +71.9% | -24.8% | +96.7% | +70.1% |
| All | +71.9% | -25.3% | +97.2% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling