+309.3%
TEL vs VCLT
+17.1%
+292.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.5% | +3.6% |
| 7D | +1.6% | -1.4% | +2.9% | +2.3% |
| 30D | -0.7% | -1.2% | +0.5% | -0.1% |
| 3M | +2.4% | -4.8% | +7.2% | +5.0% |
| 6M | +4.1% | -2.6% | +6.7% | +5.7% |
| YTD | -5.8% | -3.3% | -2.5% | -4.1% |
| 1Y | +0.9% | -4.8% | +5.7% | +3.5% |
| 3Y | +72.6% | +11.5% | +61.1% | +63.2% |
| 5Y | +57.5% | -17.0% | +74.5% | +68.4% |
| All | +309.3% | +17.1% | +292.3% | +304.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling