+72.6%
TEL vs TRI
-18.9%
+91.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.4% |
| 7D | +1.6% | -7.9% | +9.5% | +2.4% |
| 30D | -0.7% | -4.5% | +3.8% | -0.3% |
| 3M | +2.4% | +22.1% | -19.7% | +0.1% |
| 6M | +4.1% | -2.8% | +6.9% | +5.0% |
| YTD | -5.8% | -23.4% | +17.6% | -0.7% |
| 1Y | +0.9% | -41.5% | +42.4% | +13.9% |
| 3Y | +72.6% | -19.2% | +91.8% | +69.8% |
| All | +72.6% | -18.9% | +91.5% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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