+285.0%
TSM vs TEL
+50.8%
+234.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.7% |
| 7D | +4.8% | +1.2% | +3.6% | +3.8% |
| 30D | +4.0% | -4.1% | +8.1% | +6.7% |
| 3M | +2.0% | -2.6% | +4.6% | +3.3% |
| 6M | +25.5% | 0.0% | +25.5% | +22.5% |
| YTD | +44.0% | -9.1% | +53.1% | +49.6% |
| 1Y | +75.4% | -0.8% | +76.3% | +70.1% |
| 3Y | +406.7% | +67.4% | +339.4% | +225.5% |
| 5Y | +285.0% | +51.8% | +233.2% | +160.4% |
| All | +285.0% | +50.8% | +234.2% | +160.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling