+83.6%
TEL vs W
+167.8%
-84.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.5% |
| 7D | -0.4% | -7.4% | +7.0% | +1.0% |
| 30D | +1.0% | +7.8% | -6.8% | -0.5% |
| 3M | +0.7% | +10.9% | -10.2% | -1.5% |
| 6M | +7.3% | +86.4% | -79.2% | -5.8% |
| YTD | -2.5% | +14.0% | -16.5% | -7.6% |
| 1Y | -10.3% | +3.5% | -13.8% | -13.8% |
| All | +83.6% | +167.8% | -84.2% | +39.0% |
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