+288.6%
TEL vs WM
+305.2%
-16.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | -1.4% | -0.9% | -0.5% | -1.0% |
| 30D | -4.9% | -4.3% | -0.5% | -2.9% |
| 3M | +0.1% | +0.8% | -0.7% | -1.0% |
| 6M | +0.4% | -10.8% | +11.1% | +5.1% |
| YTD | -8.9% | -0.1% | -8.9% | -10.4% |
| 1Y | -0.3% | +1.0% | -1.3% | -3.0% |
| 3Y | +67.6% | +45.1% | +22.5% | +27.4% |
| 5Y | +50.7% | +52.1% | -1.4% | +9.1% |
| 10Y | +288.6% | +302.9% | -14.3% | +56.3% |
| All | +288.6% | +305.2% | -16.6% | +56.3% |
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