+70.2%
TEL vs TMF
-41.6%
+111.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.4% |
| 7D | +3.0% | -1.4% | +4.4% | +3.0% |
| 30D | -3.9% | -2.8% | -1.1% | -3.8% |
| 3M | -5.1% | -10.9% | +5.8% | -4.5% |
| 6M | +0.6% | -21.3% | +21.9% | +1.8% |
| YTD | -7.3% | -15.9% | +8.6% | -6.4% |
| 1Y | +1.1% | -15.7% | +16.9% | +2.0% |
| All | +70.2% | -41.6% | +111.8% | +72.1% |
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