+309.3%
TEL vs Z
-2.5%
+311.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.0% | -0.4% | +2.7% |
| 7D | +1.6% | -6.0% | +7.6% | +2.9% |
| 30D | -0.7% | -2.3% | +1.6% | -0.5% |
| 3M | +2.4% | -0.6% | +3.0% | +1.8% |
| 6M | +4.1% | -27.6% | +31.7% | +10.4% |
| YTD | -5.8% | -52.4% | +46.5% | +8.4% |
| 1Y | +0.9% | -63.6% | +64.5% | +22.5% |
| 3Y | +72.6% | -36.4% | +109.0% | +78.7% |
| 5Y | +57.5% | -64.6% | +122.2% | +72.8% |
| All | +309.3% | -2.5% | +311.8% | +215.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling