+42.4%
TEL vs TT
+131.0%
-88.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.1% |
| 7D | +4.5% | +4.0% | +0.5% | +2.2% |
| 30D | +2.9% | -11.3% | +14.2% | +10.1% |
| 3M | +1.1% | -12.3% | +13.4% | +9.0% |
| 6M | +5.0% | -10.8% | +15.8% | +11.7% |
| YTD | -3.9% | +8.2% | -12.0% | -8.7% |
| 1Y | -7.4% | +1.5% | -8.9% | -8.8% |
| 3Y | +81.0% | +91.5% | -10.5% | +19.4% |
| All | +42.4% | +131.0% | -88.7% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 5y: compounded portfolio wealth divided by compounded TT 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…
5y analysis · Full analysis span regression · 6 months rolling