+84.4%
TSM vs TEL
+2.3%
+82.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +3.0% |
| 7D | +2.7% | +3.0% | -0.2% | +1.0% |
| 30D | +3.6% | -3.9% | +7.5% | +5.7% |
| 3M | -3.4% | -5.1% | +1.7% | -0.9% |
| 6M | +20.6% | +0.6% | +20.0% | +16.1% |
| YTD | +41.9% | -7.3% | +49.2% | +42.9% |
| 1Y | +84.4% | +1.1% | +83.2% | +61.4% |
| All | +84.4% | +2.3% | +82.1% | +61.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling