+683.8%
TEL vs TT
+1,759.6%
-1,075.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.9% |
| 7D | +3.0% | 0.0% | +3.0% | +2.9% |
| 30D | -3.9% | -7.2% | +3.2% | +0.5% |
| 3M | -5.1% | -3.0% | -2.1% | -3.7% |
| 6M | +0.6% | +1.4% | -0.8% | -0.6% |
| YTD | -7.3% | +15.9% | -23.2% | -15.7% |
| 1Y | +1.1% | +9.4% | -8.3% | -5.1% |
| 3Y | +63.7% | +124.4% | -60.7% | -2.9% |
| 5Y | +50.7% | +138.0% | -87.3% | -15.1% |
| 10Y | +290.2% | +886.4% | -596.2% | -7.5% |
| All | +683.8% | +1,759.6% | -1,075.8% | -16.4% |
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