+724.3%
TEL vs TT
+1,663.9%
-939.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.2% |
| 7D | -0.4% | +3.5% | -3.9% | -2.3% |
| 30D | +1.0% | -11.0% | +12.0% | +8.2% |
| 3M | +0.7% | -12.0% | +12.7% | +8.7% |
| 6M | +7.3% | -10.4% | +17.7% | +14.0% |
| YTD | -2.5% | +9.9% | -12.4% | -8.6% |
| 1Y | -10.3% | +1.5% | -11.7% | -11.7% |
| 3Y | +81.1% | +93.7% | -12.6% | +18.0% |
| 5Y | +45.3% | +139.2% | -94.0% | -18.3% |
| 10Y | +290.3% | +741.5% | -451.2% | +1.7% |
| All | +724.3% | +1,663.9% | -939.6% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling