+84.3%
TEL vs TPR
+401.1%
-316.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +5.0% |
| 7D | +0.6% | +12.7% | -12.1% | -2.8% |
| 30D | +0.2% | +17.1% | -16.8% | -4.2% |
| 3M | +1.5% | -15.9% | +17.4% | +5.7% |
| 6M | +6.9% | +2.6% | +4.3% | +4.5% |
| YTD | -2.8% | +7.5% | -10.3% | -6.4% |
| 1Y | -8.8% | +32.9% | -41.7% | -17.4% |
| 3Y | +84.3% | +413.8% | -329.5% | +6.7% |
| All | +84.3% | +401.1% | -316.8% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling