+677.7%
TEL vs WM
+899.8%
-222.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.6% |
| 7D | -2.8% | +1.2% | -4.0% | -3.7% |
| 30D | -4.1% | +13.1% | -17.2% | -11.9% |
| 3M | -3.4% | +3.6% | -7.0% | -6.3% |
| 6M | -3.5% | +8.1% | -11.6% | -10.0% |
| YTD | -8.0% | +8.9% | -16.9% | -15.5% |
| 1Y | -13.7% | +20.3% | -34.0% | -26.3% |
| 3Y | +71.9% | +46.2% | +25.8% | +23.2% |
| 5Y | +40.9% | +59.9% | -19.0% | -7.7% |
| 10Y | +293.3% | +345.6% | -52.2% | +13.2% |
| All | +677.7% | +899.8% | -222.1% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling