+67.6%
TEL vs W
+44.2%
+23.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | -1.4% | +6.5% | -7.9% | -2.5% |
| 30D | -4.9% | -6.2% | +1.3% | -3.9% |
| 3M | +0.1% | +48.9% | -48.8% | -8.1% |
| 6M | +0.4% | +31.2% | -30.8% | -6.3% |
| YTD | -8.9% | -0.4% | -8.5% | -11.3% |
| 1Y | -0.3% | +14.8% | -15.1% | -6.2% |
| 3Y | +67.6% | +40.5% | +27.1% | +36.4% |
| All | +67.6% | +44.2% | +23.5% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling