+683.8%
TEL vs WAT
+571.0%
+112.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | +3.0% | -1.3% | +4.2% | +3.5% |
| 30D | -3.9% | +2.3% | -6.3% | -5.1% |
| 3M | -5.1% | +8.7% | -13.9% | -9.2% |
| 6M | +0.6% | +28.3% | -27.7% | -12.1% |
| YTD | -7.3% | +7.8% | -15.1% | -12.8% |
| 1Y | +1.1% | +36.6% | -35.5% | -16.0% |
| 3Y | +63.7% | +45.7% | +18.0% | +24.0% |
| 5Y | +50.7% | -3.3% | +54.0% | +38.2% |
| 10Y | +290.2% | +162.1% | +128.1% | +96.5% |
| All | +683.8% | +571.0% | +112.8% | +98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling