+668.7%
TEL vs VNQ
+178.9%
+489.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.5% |
| 7D | -2.3% | -2.6% | +0.3% | -0.7% |
| 30D | -6.1% | -2.3% | -3.7% | -4.8% |
| 3M | +1.7% | -2.8% | +4.5% | +3.2% |
| 6M | +1.6% | +2.5% | -0.9% | +0.1% |
| YTD | -9.1% | +8.4% | -17.5% | -13.4% |
| 1Y | -1.7% | +6.8% | -8.4% | -5.5% |
| 3Y | +67.3% | +29.9% | +37.4% | +42.3% |
| 5Y | +52.1% | +7.2% | +44.9% | +45.3% |
| 10Y | +299.3% | +62.5% | +236.8% | +200.7% |
| All | +668.7% | +178.9% | +489.9% | +271.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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