+51.8%
TEL vs W
-62.3%
+114.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +1.2% | +5.9% | -4.7% | +0.3% |
| 30D | -4.1% | -3.0% | -1.1% | -3.8% |
| 3M | -2.6% | +40.3% | -42.9% | -8.7% |
| 6M | 0.0% | +32.2% | -32.2% | -5.9% |
| YTD | -9.1% | -0.3% | -8.8% | -11.1% |
| 1Y | -0.8% | +16.2% | -17.0% | -6.1% |
| 3Y | +67.4% | +40.7% | +26.6% | +43.5% |
| 5Y | +51.8% | -62.3% | +114.1% | +35.6% |
| All | +51.8% | -62.3% | +114.0% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling