+67.6%
TEL vs Z
-37.5%
+105.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.4% | +4.7% | -0.6% |
| 7D | -1.4% | -3.3% | +1.8% | -0.9% |
| 30D | -4.9% | -3.7% | -1.2% | -4.5% |
| 3M | +0.1% | -7.0% | +7.1% | +0.8% |
| 6M | +0.4% | -29.5% | +29.9% | +6.0% |
| YTD | -8.9% | -52.6% | +43.6% | +2.7% |
| 1Y | -0.3% | -64.0% | +63.7% | +17.8% |
| 3Y | +67.6% | -36.4% | +104.1% | +75.9% |
| All | +67.6% | -37.5% | +105.1% | +75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling