+45.3%
TEL vs Z
-54.5%
+99.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.4% |
| 7D | -0.4% | -13.1% | +12.7% | +2.5% |
| 30D | +1.0% | +5.9% | -4.9% | -0.7% |
| 3M | +0.7% | -13.7% | +14.4% | +2.7% |
| 6M | +7.3% | -27.1% | +34.4% | +13.0% |
| YTD | -2.5% | -56.8% | +54.3% | +13.8% |
| 1Y | -10.3% | -60.2% | +50.0% | +6.5% |
| 3Y | +81.1% | -19.7% | +100.8% | +75.5% |
| 5Y | +45.3% | -53.7% | +99.0% | +44.7% |
| All | +45.3% | -54.5% | +99.7% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling