+668.7%
TEL vs WY
+40.7%
+628.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.6% | +1.4% |
| 7D | -2.3% | -3.7% | +1.4% | -0.3% |
| 30D | -6.1% | -11.3% | +5.2% | 0.0% |
| 3M | +1.7% | -8.1% | +9.8% | +5.6% |
| 6M | +1.6% | -7.4% | +9.0% | +5.1% |
| YTD | -9.1% | -4.7% | -4.4% | -8.0% |
| 1Y | -1.7% | -9.2% | +7.5% | +1.6% |
| 3Y | +67.3% | -24.7% | +92.0% | +86.8% |
| 5Y | +52.1% | -21.6% | +73.7% | +64.6% |
| 10Y | +299.3% | +6.7% | +292.7% | +230.8% |
| All | +668.7% | +40.7% | +628.0% | +292.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling