+66.7%
TEL vs VO
+56.0%
+10.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | +0.9% |
| 7D | +1.2% | -0.6% | +1.8% | +2.0% |
| 30D | -4.1% | -1.9% | -2.2% | -1.6% |
| 3M | -2.6% | +3.3% | -5.8% | -6.2% |
| 6M | 0.0% | +9.7% | -9.7% | -10.3% |
| YTD | -9.1% | +12.6% | -21.7% | -20.8% |
| 1Y | -0.8% | +13.6% | -14.5% | -14.3% |
| All | +66.7% | +56.0% | +10.6% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 3y: compounded portfolio wealth divided by compounded VO 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…
3y analysis · Full analysis span regression · 6 months rolling