+288.4%
TEL vs WM
+331.3%
-42.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.4% |
| 7D | +5.6% | +1.2% | +4.4% | +5.0% |
| 30D | +0.9% | +15.2% | -14.4% | -5.8% |
| 3M | +2.1% | +8.3% | -6.3% | -2.1% |
| 6M | +2.7% | +13.1% | -10.4% | -4.3% |
| YTD | -3.2% | +12.5% | -15.7% | -10.3% |
| 1Y | -10.6% | +21.8% | -32.4% | -20.8% |
| 3Y | +79.8% | +48.8% | +31.0% | +37.0% |
| 5Y | +43.3% | +62.1% | -18.8% | +1.7% |
| All | +288.4% | +331.3% | -42.9% | +65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling