+375.2%
TEL vs W
+176.2%
+199.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.7% |
| 7D | +3.0% | -4.2% | +7.1% | +3.5% |
| 30D | -3.9% | -7.6% | +3.6% | -2.9% |
| 3M | -5.1% | +37.2% | -42.3% | -10.4% |
| 6M | +0.6% | +26.3% | -25.7% | -4.3% |
| YTD | -7.3% | -1.0% | -6.3% | -9.0% |
| 1Y | +1.1% | +20.1% | -18.9% | -4.3% |
| 3Y | +63.7% | +37.8% | +25.9% | +42.7% |
| 5Y | +50.7% | -63.7% | +114.3% | +41.3% |
| 10Y | +290.2% | +156.3% | +133.8% | +151.7% |
| All | +375.2% | +176.2% | +199.0% | +207.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling