+294.7%
TEL vs VT
+223.7%
+71.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | +2.4% |
| 7D | +0.6% | +0.4% | +0.2% | +0.2% |
| 30D | +0.2% | -2.6% | +2.8% | +3.9% |
| 3M | +1.5% | -3.2% | +4.7% | +6.2% |
| 6M | +6.9% | +0.9% | +6.0% | +6.1% |
| YTD | -2.8% | +11.3% | -14.1% | -14.2% |
| 1Y | -8.8% | +14.0% | -22.8% | -21.6% |
| 3Y | +84.3% | +75.8% | +8.4% | -6.8% |
| 5Y | +46.8% | +57.8% | -11.0% | -14.2% |
| 10Y | +294.7% | +219.8% | +74.9% | +0.4% |
| All | +294.7% | +223.7% | +71.0% | +0.4% |
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