+392.7%
TEL vs W
+210.9%
+181.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +4.5% | +0.2% | +4.3% | +4.5% |
| 30D | +2.9% | +6.8% | -3.9% | +1.8% |
| 3M | +1.1% | +10.7% | -9.5% | -0.8% |
| 6M | +5.0% | +86.3% | -81.4% | -5.6% |
| YTD | -3.9% | +11.5% | -15.3% | -7.6% |
| 1Y | -7.4% | +5.1% | -12.5% | -10.5% |
| 3Y | +81.0% | +171.0% | -90.0% | +43.9% |
| 5Y | +42.3% | -56.6% | +98.9% | +30.0% |
| 10Y | +284.8% | +213.4% | +71.4% | +142.1% |
| All | +392.7% | +210.9% | +181.9% | +212.6% |
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 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