+79.8%
TLT vs TEL
+723.0%
-643.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.1% |
| 7D | -0.4% | +3.0% | -3.4% | -0.1% |
| 30D | -0.6% | -3.9% | +3.4% | -1.0% |
| 3M | -2.7% | -5.1% | +2.4% | -3.2% |
| 6M | -5.6% | +0.6% | -6.2% | -5.3% |
| YTD | -2.8% | -7.3% | +4.5% | -3.2% |
| 1Y | -1.4% | +1.1% | -2.6% | -0.7% |
| 3Y | -1.6% | +63.7% | -65.3% | +6.3% |
| 5Y | -33.8% | +50.7% | -84.5% | -28.8% |
| 10Y | -21.1% | +290.2% | -311.3% | +2.3% |
| All | +79.8% | +723.0% | -643.2% | +180.5% |
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