-20.8%
TLT vs TEL
+301.8%
-322.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -1.6% | -2.3% | +0.7% | -1.7% |
| 30D | -1.3% | -6.1% | +4.7% | -1.6% |
| 3M | -3.7% | +1.7% | -5.4% | -3.6% |
| 6M | -6.4% | +1.6% | -8.0% | -6.1% |
| YTD | -4.5% | -9.1% | +4.6% | -4.8% |
| 1Y | -5.9% | -1.7% | -4.2% | -5.6% |
| 3Y | -2.8% | +67.3% | -70.1% | +1.8% |
| 5Y | -35.1% | +52.1% | -87.2% | -32.5% |
| All | -20.8% | +301.8% | -322.6% | -4.0% |
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