+59.3%
TEL vs VSXY
+37.7%
+21.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.4% | +0.3% |
| 7D | +1.2% | -10.7% | +11.9% | +2.5% |
| 30D | -4.1% | -24.3% | +20.2% | -0.8% |
| 3M | -2.6% | +1.0% | -3.6% | -3.4% |
| 6M | 0.0% | +57.4% | -57.3% | -8.5% |
| YTD | -9.1% | +39.8% | -48.8% | -15.9% |
| 1Y | -0.8% | +196.5% | -197.3% | -18.9% |
| 3Y | +67.4% | +357.2% | -289.9% | +18.2% |
| 5Y | +51.8% | +18.9% | +32.9% | +27.9% |
| All | +59.3% | +37.7% | +21.7% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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