+735.7%
TEL vs VT
+345.0%
+390.8%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.1% | -2.2% | -1.7% |
| 7D | -7.4% | -4.2% | -3.2% | -2.7% |
| 30D | -6.0% | -5.8% | -0.2% | +0.8% |
| 3M | -5.0% | -5.2% | +0.3% | +1.3% |
| 6M | +0.5% | +0.1% | +0.4% | +0.8% |
| YTD | -8.3% | +8.2% | -16.5% | -15.4% |
| 1Y | -16.2% | +10.1% | -26.3% | -24.0% |
| 3Y | +71.6% | +69.7% | +1.9% | -3.2% |
| 5Y | +40.4% | +53.4% | -12.9% | -10.1% |
| 10Y | +292.1% | +219.2% | +72.9% | +17.6% |
| All | +735.7% | +345.0% | +390.8% | +63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling