-35.1%
TLT vs TEL
+50.4%
-85.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -1.6% | -2.3% | +0.7% | -1.5% |
| 30D | -1.3% | -6.1% | +4.7% | -1.2% |
| 3M | -3.7% | +1.7% | -5.4% | -3.8% |
| 6M | -6.4% | +1.6% | -8.0% | -6.5% |
| YTD | -4.5% | -9.1% | +4.6% | -4.4% |
| 1Y | -5.9% | -1.7% | -4.2% | -6.0% |
| 3Y | -2.8% | +67.3% | -70.1% | -4.7% |
| 5Y | -35.1% | +52.1% | -87.2% | -37.2% |
| All | -35.1% | +50.4% | -85.5% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling