+668.7%
TEL vs VWO
+127.7%
+541.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +1.1% |
| 7D | -2.3% | -1.7% | -0.6% | -1.0% |
| 30D | -6.1% | -0.3% | -5.8% | -5.9% |
| 3M | +1.7% | +4.0% | -2.3% | -1.2% |
| 6M | +1.6% | +8.1% | -6.5% | -4.1% |
| YTD | -9.1% | +11.6% | -20.7% | -16.1% |
| 1Y | -1.7% | +16.2% | -17.9% | -11.8% |
| 3Y | +67.3% | +63.3% | +4.1% | +16.2% |
| 5Y | +52.1% | +33.4% | +18.7% | +22.9% |
| 10Y | +299.3% | +113.3% | +186.0% | +131.3% |
| All | +668.7% | +127.7% | +541.1% | +265.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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