+1.1%
TEL vs TW
-15.9%
+17.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.3% |
| 7D | +3.0% | -2.3% | +5.3% | +2.8% |
| 30D | -3.9% | +3.9% | -7.9% | -3.7% |
| 3M | -5.1% | +5.7% | -10.8% | -4.7% |
| 6M | +0.6% | -14.5% | +15.1% | -0.4% |
| YTD | -7.3% | -0.9% | -6.4% | -6.8% |
| 1Y | +1.1% | -13.5% | +14.6% | +0.7% |
| All | +1.1% | -15.9% | +17.0% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling