+292.6%
TEL vs VT
+222.7%
+69.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | +3.0% | +0.4% | +2.5% | +2.4% |
| 30D | -3.9% | +1.0% | -4.9% | -5.1% |
| 3M | -5.1% | +2.4% | -7.5% | -7.7% |
| 6M | +0.6% | +12.0% | -11.4% | -12.5% |
| YTD | -7.3% | +15.3% | -22.6% | -22.0% |
| 1Y | +1.1% | +22.6% | -21.4% | -20.9% |
| 3Y | +63.7% | +74.7% | -11.0% | -16.8% |
| 5Y | +50.7% | +66.1% | -15.5% | -17.6% |
| All | +292.6% | +222.7% | +69.8% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling