+718.3%
TEL vs TT
+1,660.6%
-942.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +5.6% | +8.1% | -2.5% | +0.8% |
| 30D | +0.9% | -11.3% | +12.2% | +8.2% |
| 3M | +2.1% | -11.2% | +13.3% | +9.5% |
| 6M | +2.7% | -8.9% | +11.6% | +8.1% |
| YTD | -3.2% | +9.7% | -12.9% | -9.2% |
| 1Y | -10.6% | +1.3% | -11.9% | -11.9% |
| 3Y | +79.8% | +93.4% | -13.5% | +17.3% |
| 5Y | +43.3% | +133.5% | -90.3% | -18.2% |
| 10Y | +287.5% | +739.9% | -452.5% | +1.1% |
| All | +718.3% | +1,660.6% | -942.3% | -9.9% |
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