+203.6%
TGT vs TEL
+316.2%
-112.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -1.3% |
| 7D | -5.2% | +1.6% | -6.8% | -5.8% |
| 30D | +1.2% | -0.7% | +1.8% | +1.2% |
| 3M | +18.4% | +2.4% | +16.0% | +16.4% |
| 6M | +33.4% | +4.1% | +29.3% | +29.1% |
| YTD | +63.8% | -5.8% | +69.6% | +64.2% |
| 1Y | +77.2% | +0.9% | +76.3% | +71.7% |
| 3Y | +41.8% | +72.6% | -30.8% | +7.9% |
| 5Y | -25.5% | +57.5% | -83.1% | -42.0% |
| All | +203.6% | +316.2% | -112.6% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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