+1.1%
TEL vs TPR
+18.2%
-17.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +3.0% | -2.7% | +5.6% | +3.7% |
| 30D | -3.9% | -23.3% | +19.3% | +2.8% |
| 3M | -5.1% | -12.8% | +7.7% | -3.1% |
| 6M | +0.6% | -21.7% | +22.3% | +5.4% |
| YTD | -7.3% | -3.9% | -3.4% | -7.3% |
| 1Y | +1.1% | +16.9% | -15.8% | -5.0% |
| All | +1.1% | +18.2% | -17.0% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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