+295.2%
TEL vs WAT
+166.5%
+128.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -2.3% | -2.9% | +0.6% | -1.1% |
| 30D | -6.1% | -3.2% | -2.8% | -4.9% |
| 3M | +1.7% | +10.6% | -8.9% | -2.8% |
| 6M | +1.6% | +34.0% | -32.4% | -11.2% |
| YTD | -9.1% | +5.7% | -14.8% | -13.0% |
| 1Y | -1.7% | +37.1% | -38.7% | -16.6% |
| 3Y | +67.3% | +52.4% | +14.9% | +27.7% |
| 5Y | +52.1% | -4.4% | +56.5% | +43.1% |
| All | +295.2% | +166.5% | +128.7% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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