+1.1%
TEL vs VMC
-8.5%
+9.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | +3.0% | -4.3% | +7.3% | +4.9% |
| 30D | -3.9% | -8.2% | +4.3% | -0.1% |
| 3M | -5.1% | -7.0% | +1.9% | -2.5% |
| 6M | +0.6% | -10.8% | +11.4% | +4.3% |
| YTD | -7.3% | -7.4% | +0.1% | -6.1% |
| 1Y | +1.1% | -9.5% | +10.6% | +3.5% |
| All | +1.1% | -8.5% | +9.7% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling