+51.8%
TEL vs Z
-65.8%
+117.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +1.2% | -7.1% | +8.3% | +2.6% |
| 30D | -4.1% | -4.8% | +0.7% | -3.5% |
| 3M | -2.6% | -9.3% | +6.8% | -1.4% |
| 6M | 0.0% | -29.0% | +29.0% | +5.9% |
| YTD | -9.1% | -52.9% | +43.8% | +3.7% |
| 1Y | -0.8% | -63.1% | +62.3% | +18.1% |
| 3Y | +67.4% | -36.9% | +104.2% | +73.6% |
| 5Y | +51.8% | -65.5% | +117.2% | +48.2% |
| All | +51.8% | -65.8% | +117.5% | +48.2% |
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