+309.3%
TEL vs TNA
+86.1%
+223.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.2% |
| 7D | +1.6% | -7.3% | +8.9% | +4.0% |
| 30D | -0.7% | -14.2% | +13.5% | +4.0% |
| 3M | +2.4% | -4.6% | +7.0% | +3.6% |
| 6M | +4.1% | +36.9% | -32.8% | -6.8% |
| YTD | -5.8% | +42.5% | -48.4% | -17.2% |
| 1Y | +0.9% | +45.8% | -44.9% | -12.8% |
| 3Y | +72.6% | +104.7% | -32.0% | +20.3% |
| 5Y | +57.5% | -21.7% | +79.2% | +33.0% |
| All | +309.3% | +86.1% | +223.3% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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