+670.1%
TEL vs WAB
+1,526.8%
-856.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -2.1% |
| 7D | -1.4% | +1.7% | -3.1% | -2.3% |
| 30D | -4.9% | -2.4% | -2.5% | -3.6% |
| 3M | +0.1% | +9.7% | -9.6% | -5.5% |
| 6M | +0.4% | +16.5% | -16.2% | -8.3% |
| YTD | -8.9% | +33.7% | -42.6% | -22.8% |
| 1Y | -0.3% | +49.7% | -50.0% | -20.5% |
| 3Y | +67.6% | +170.9% | -103.3% | -4.4% |
| 5Y | +50.7% | +228.0% | -177.4% | -22.6% |
| 10Y | +288.6% | +284.8% | +3.8% | +64.9% |
| All | +670.1% | +1,526.8% | -856.7% | +34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling