+52.1%
TEL vs VCLT
-17.3%
+69.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.6% |
| 7D | -2.3% | -1.3% | -1.0% | -1.6% |
| 30D | -6.1% | -1.1% | -4.9% | -5.5% |
| 3M | +1.7% | -3.7% | +5.4% | +3.9% |
| 6M | +1.6% | -4.0% | +5.6% | +4.1% |
| YTD | -9.1% | -3.4% | -5.7% | -7.2% |
| 1Y | -1.7% | -4.1% | +2.5% | +0.8% |
| 3Y | +67.3% | +11.0% | +56.3% | +57.5% |
| 5Y | +52.1% | -17.0% | +69.1% | +56.3% |
| All | +52.1% | -17.3% | +69.4% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling