+670.1%
TEL vs TTMI
+977.9%
-307.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.7% | -2.7% |
| 7D | -1.4% | +12.2% | -13.6% | -5.1% |
| 30D | -4.9% | -5.7% | +0.9% | -3.8% |
| 3M | +0.1% | -27.5% | +27.6% | +7.3% |
| 6M | +0.4% | +47.1% | -46.8% | -16.9% |
| YTD | -8.9% | +87.5% | -96.4% | -32.1% |
| 1Y | -0.3% | +175.2% | -175.5% | -36.0% |
| 3Y | +67.6% | +901.9% | -834.3% | -34.2% |
| 5Y | +50.7% | +843.5% | -792.8% | -41.8% |
| 10Y | +288.6% | +1,077.0% | -788.3% | +29.1% |
| All | +670.1% | +977.9% | -307.8% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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