+75.1%
TLT vs TEL
+753.4%
-678.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.5% |
| 7D | -3.1% | +4.5% | -7.6% | -2.6% |
| 30D | +1.0% | +2.9% | -1.9% | +1.5% |
| 3M | -2.7% | +1.1% | -3.9% | -2.4% |
| 6M | -4.1% | +5.0% | -9.1% | -3.4% |
| YTD | -5.4% | -3.9% | -1.5% | -5.3% |
| 1Y | -7.0% | -7.4% | +0.4% | -7.3% |
| 3Y | +2.8% | +81.0% | -78.2% | +12.7% |
| 5Y | -35.4% | +42.3% | -77.7% | -31.2% |
| 10Y | -13.1% | +284.8% | -298.0% | +12.4% |
| All | +75.1% | +753.4% | -678.3% | +174.6% |
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