+42.8%
TSM vs TEL
-10.5%
+53.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.3% |
| 7D | +6.2% | +4.5% | +1.7% | +3.7% |
| 30D | -7.3% | +2.9% | -10.2% | -8.3% |
| 3M | -7.1% | +1.1% | -8.3% | -7.5% |
| 6M | +0.2% | +5.0% | -4.8% | -2.1% |
| YTD | +32.2% | -3.9% | +36.1% | +30.6% |
| 1Y | +42.8% | -7.4% | +50.2% | +43.1% |
| All | +42.8% | -10.5% | +53.3% | +43.1% |
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