+303.4%
TGT vs TEL
+707.2%
-403.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -5.0% | -2.3% | -2.8% | -4.2% |
| 30D | +3.0% | -6.1% | +9.1% | +5.3% |
| 3M | +22.6% | +1.7% | +20.9% | +21.0% |
| 6M | +31.2% | +1.6% | +29.6% | +28.3% |
| YTD | +63.7% | -9.1% | +72.8% | +66.3% |
| 1Y | +78.5% | -1.7% | +80.2% | +75.1% |
| 3Y | +40.5% | +67.3% | -26.8% | +10.4% |
| 5Y | -25.6% | +52.1% | -77.7% | -39.7% |
| 10Y | +204.7% | +299.3% | -94.6% | +63.2% |
| All | +303.4% | +707.2% | -403.8% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling