+38.0%
TEL vs VG
-39.3%
+77.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.4% |
| 7D | +3.0% | +1.7% | +1.3% | +2.9% |
| 30D | -3.9% | +16.0% | -19.9% | -4.2% |
| 3M | -5.1% | +9.7% | -14.8% | -5.4% |
| 6M | +0.6% | +29.6% | -29.0% | -2.0% |
| YTD | -7.3% | +112.0% | -119.3% | -14.9% |
| 1Y | +1.1% | +12.8% | -11.7% | -0.8% |
| All | +38.0% | -39.3% | +77.3% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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