+670.1%
TEL vs VIG
+520.2%
+149.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -0.7% |
| 7D | -1.4% | -0.4% | -1.0% | -0.9% |
| 30D | -4.9% | -2.1% | -2.8% | -2.2% |
| 3M | +0.1% | +3.3% | -3.3% | -3.9% |
| 6M | +0.4% | +9.3% | -8.9% | -10.1% |
| YTD | -8.9% | +10.1% | -19.1% | -19.1% |
| 1Y | -0.3% | +14.7% | -15.0% | -15.8% |
| 3Y | +67.6% | +56.9% | +10.7% | -4.7% |
| 5Y | +50.7% | +62.9% | -12.2% | -17.0% |
| 10Y | +288.6% | +241.3% | +47.3% | -17.1% |
| All | +670.1% | +520.2% | +149.9% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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