+1,081.9%
TEL vs VCLT
+103.3%
+978.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | -1.4% | +0.3% | -1.8% | -1.5% |
| 30D | -4.9% | -0.6% | -4.3% | -4.8% |
| 3M | +0.1% | -2.2% | +2.3% | +0.6% |
| 6M | +0.4% | -2.9% | +3.2% | +1.0% |
| YTD | -8.9% | -2.1% | -6.9% | -8.5% |
| 1Y | -0.3% | -2.6% | +2.3% | +0.3% |
| 3Y | +67.6% | +12.5% | +55.1% | +64.2% |
| 5Y | +50.7% | -15.3% | +66.0% | +48.6% |
| 10Y | +288.6% | +16.6% | +272.0% | +308.5% |
| All | +1,081.9% | +103.3% | +978.6% | +1,763.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling