+309.3%
TEL vs VTEB
+17.9%
+291.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.2% |
| 7D | +1.6% | -0.9% | +2.5% | +2.6% |
| 30D | -0.7% | -2.5% | +1.8% | +2.1% |
| 3M | +2.4% | -3.0% | +5.4% | +5.8% |
| 6M | +4.1% | -2.1% | +6.3% | +6.7% |
| YTD | -5.8% | -1.5% | -4.3% | -4.0% |
| 1Y | +0.9% | +0.2% | +0.7% | +1.1% |
| 3Y | +72.6% | +8.6% | +64.0% | +58.1% |
| 5Y | +57.5% | +1.2% | +56.4% | +55.3% |
| All | +309.3% | +17.9% | +291.5% | +312.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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