+42.4%
TEL vs WM
+61.9%
-19.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +4.5% | +3.2% | +1.3% | +3.9% |
| 30D | +2.9% | +13.0% | -10.1% | +0.3% |
| 3M | +1.1% | +9.2% | -8.1% | -0.7% |
| 6M | +5.0% | +13.6% | -8.7% | +1.7% |
| YTD | -3.9% | +12.4% | -16.3% | -7.1% |
| 1Y | -7.4% | +21.2% | -28.7% | -12.8% |
| 3Y | +81.0% | +48.7% | +32.3% | +53.1% |
| All | +42.4% | +61.9% | -19.5% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling