+56.5%
TEL vs VMC
+47.0%
+9.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.1% |
| 7D | +1.6% | -3.8% | +5.4% | +3.6% |
| 30D | -0.7% | -9.7% | +9.0% | +4.7% |
| 3M | +2.4% | -9.6% | +12.1% | +7.3% |
| 6M | +4.1% | -4.8% | +9.0% | +6.3% |
| YTD | -5.8% | -10.9% | +5.1% | -1.3% |
| 1Y | +0.9% | -15.6% | +16.5% | +8.7% |
| 3Y | +72.6% | +19.3% | +53.3% | +48.1% |
| All | +56.5% | +47.0% | +9.5% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling