+56.5%
TEL vs WY
-22.2%
+78.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.4% |
| 7D | +1.6% | -4.2% | +5.8% | +3.7% |
| 30D | -0.7% | -10.1% | +9.4% | +4.6% |
| 3M | +2.4% | -8.5% | +10.9% | +6.3% |
| 6M | +4.1% | -3.3% | +7.5% | +5.2% |
| YTD | -5.8% | -4.4% | -1.4% | -5.0% |
| 1Y | +0.9% | -11.5% | +12.4% | +5.7% |
| 3Y | +72.6% | -24.3% | +96.9% | +92.1% |
| All | +56.5% | -22.2% | +78.8% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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