-11.2%
TEL vs TPR
+31.0%
-42.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | -0.9% | +12.1% | -13.0% | -3.8% |
| 30D | -0.2% | +16.7% | -16.9% | -4.2% |
| 3M | +2.0% | -17.4% | +19.4% | +7.3% |
| 6M | +6.4% | +2.3% | +4.1% | +3.1% |
| YTD | -3.2% | +7.1% | -10.4% | -5.9% |
| 1Y | -11.2% | +29.5% | -40.6% | -21.4% |
| All | -11.2% | +31.0% | -42.2% | -21.4% |
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