+53.4%
TEL vs TMF
-87.6%
+141.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.8% |
| 6M | +0.6% | -21.3% | +21.9% | +1.2% |
| YTD | -7.3% | -15.9% | +8.6% | -6.8% |
| 1Y | +1.1% | -15.7% | +16.9% | +1.6% |
| 3Y | +63.7% | -43.4% | +107.0% | +64.3% |
| All | +53.4% | -87.6% | +141.0% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling