+309.3%
TEL vs W
+158.6%
+150.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.4% | +3.4% |
| 7D | +1.6% | -0.9% | +2.5% | +1.7% |
| 30D | -0.7% | -4.2% | +3.6% | -0.1% |
| 3M | +2.4% | +26.9% | -24.5% | -2.5% |
| 6M | +4.1% | +31.2% | -27.1% | -2.0% |
| YTD | -5.8% | -1.8% | -4.0% | -7.6% |
| 1Y | +0.9% | +9.3% | -8.4% | -3.6% |
| 3Y | +72.6% | +33.2% | +39.4% | +49.3% |
| 5Y | +57.5% | -62.4% | +120.0% | +47.5% |
| All | +309.3% | +158.6% | +150.8% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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