+288.1%
TEL vs TPR
+386.9%
-98.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.3% |
| 7D | -0.9% | +12.1% | -13.0% | -4.7% |
| 30D | -0.2% | +16.7% | -16.9% | -5.4% |
| 3M | +2.0% | -17.4% | +19.4% | +7.3% |
| 6M | +6.4% | +2.3% | +4.1% | +3.9% |
| YTD | -3.2% | +7.1% | -10.4% | -7.5% |
| 1Y | -11.2% | +29.5% | -40.6% | -20.4% |
| 3Y | +79.8% | +415.0% | -335.3% | -2.8% |
| 5Y | +46.6% | +261.5% | -214.9% | -13.6% |
| 10Y | +288.1% | +383.3% | -95.2% | +80.8% |
| All | +288.1% | +386.9% | -98.8% | +80.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling