+1,757.2%
TSM vs TEL
+301.8%
+1,455.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +2.6% | -2.3% | +4.9% | +4.1% |
| 30D | +1.4% | -6.1% | +7.5% | +5.3% |
| 3M | +5.0% | +1.7% | +3.3% | +3.3% |
| 6M | +24.0% | +1.6% | +22.3% | +20.4% |
| YTD | +41.6% | -9.1% | +50.7% | +47.2% |
| 1Y | +66.2% | -1.7% | +67.8% | +63.6% |
| 3Y | +398.2% | +67.3% | +330.9% | +241.7% |
| 5Y | +277.6% | +52.1% | +225.5% | +172.1% |
| All | +1,757.2% | +301.8% | +1,455.4% | +673.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling