+309.3%
TEL vs WAB
+296.8%
+12.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.0% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | -0.7% | -4.1% | +3.4% | +1.6% |
| 3M | +2.4% | +8.2% | -5.7% | -2.6% |
| 6M | +4.1% | +15.4% | -11.3% | -4.3% |
| YTD | -5.8% | +33.1% | -39.0% | -20.0% |
| 1Y | +0.9% | +48.1% | -47.2% | -19.1% |
| 3Y | +72.6% | +167.7% | -95.1% | -0.6% |
| 5Y | +57.5% | +225.7% | -168.2% | -18.3% |
| All | +309.3% | +296.8% | +12.5% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling