+670.1%
TEL vs WPM
+1,605.2%
-935.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | -1.4% | +7.0% | -8.5% | -2.5% |
| 30D | -4.9% | +15.7% | -20.6% | -7.2% |
| 3M | +0.1% | +35.2% | -35.1% | -4.9% |
| 6M | +0.4% | +6.1% | -5.7% | -1.3% |
| YTD | -8.9% | +32.6% | -41.5% | -13.7% |
| 1Y | -0.3% | +46.9% | -47.2% | -7.3% |
| 3Y | +67.6% | +276.3% | -208.7% | +33.3% |
| 5Y | +50.7% | +260.0% | -209.3% | +19.1% |
| 10Y | +288.6% | +508.5% | -219.9% | +172.2% |
| All | +670.1% | +1,605.2% | -935.1% | +241.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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