+668.7%
TEL vs WTW
+298.5%
+370.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.3% |
| 7D | -2.3% | -7.8% | +5.5% | +1.6% |
| 30D | -6.1% | -7.9% | +1.8% | -2.4% |
| 3M | +1.7% | +19.9% | -18.3% | -8.1% |
| 6M | +1.6% | +9.8% | -8.2% | -5.0% |
| YTD | -9.1% | -3.3% | -5.7% | -10.5% |
| 1Y | -1.7% | -3.3% | +1.6% | -3.7% |
| 3Y | +67.3% | +61.5% | +5.8% | +20.7% |
| 5Y | +52.1% | +42.6% | +9.5% | +16.5% |
| 10Y | +299.3% | +197.1% | +102.3% | +96.5% |
| All | +668.7% | +298.5% | +370.2% | +184.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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