+1.1%
TEL vs WM
-0.9%
+2.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | -0.6% |
| 7D | +3.0% | -0.3% | +3.3% | +2.9% |
| 30D | -3.9% | -2.4% | -1.6% | -4.5% |
| 3M | -5.1% | +0.4% | -5.5% | -4.7% |
| 6M | +0.6% | -9.5% | +10.1% | -1.0% |
| YTD | -7.3% | +0.5% | -7.8% | -6.4% |
| 1Y | +1.1% | -1.1% | +2.2% | +4.2% |
| All | +1.1% | -0.9% | +2.1% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 1y: compounded portfolio wealth divided by compounded WM 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…
1y analysis · Full analysis span regression · 6 months rolling