+319.2%
TEL vs Z
+25.1%
+294.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | +0.1% |
| 7D | +3.0% | -3.0% | +6.0% | +3.5% |
| 30D | -3.9% | -4.2% | +0.3% | -3.4% |
| 3M | -5.1% | -3.7% | -1.4% | -5.0% |
| 6M | +0.6% | -24.5% | +25.1% | +5.6% |
| YTD | -7.3% | -49.3% | +42.0% | +5.1% |
| 1Y | +1.1% | -58.7% | +59.8% | +19.0% |
| 3Y | +63.7% | -34.1% | +97.8% | +68.4% |
| 5Y | +50.7% | -64.5% | +115.2% | +65.1% |
| 10Y | +290.2% | -0.5% | +290.7% | +201.8% |
| All | +319.2% | +25.1% | +294.1% | +203.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling