+958.5%
TRV vs TEL
+707.4%
+251.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +0.2% | +1.2% | -1.0% | -0.3% |
| 30D | -2.3% | -4.1% | +1.8% | -0.9% |
| 3M | +22.7% | -2.6% | +25.3% | +23.1% |
| 6M | +21.9% | 0.0% | +21.9% | +19.6% |
| YTD | +27.5% | -9.1% | +36.5% | +28.7% |
| 1Y | +36.2% | -0.8% | +37.1% | +31.5% |
| 3Y | +140.6% | +67.4% | +73.2% | +79.8% |
| 5Y | +154.5% | +51.8% | +102.8% | +92.8% |
| 10Y | +295.4% | +299.4% | -4.0% | +86.6% |
| All | +958.5% | +707.4% | +251.1% | +243.0% |
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 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