+6,617.9%
TSM vs TEL
+753.4%
+5,864.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.3% |
| 7D | +6.2% | +4.5% | +1.7% | +3.5% |
| 30D | -7.3% | +2.9% | -10.2% | -8.6% |
| 3M | -7.1% | +1.1% | -8.3% | -7.8% |
| 6M | +0.2% | +5.0% | -4.8% | -2.9% |
| YTD | +32.2% | -3.9% | +36.1% | +33.1% |
| 1Y | +42.8% | -7.4% | +50.2% | +46.6% |
| 3Y | +330.4% | +81.0% | +249.4% | +200.2% |
| 5Y | +263.9% | +42.3% | +221.6% | +188.9% |
| 10Y | +1,580.2% | +284.8% | +1,295.4% | +656.6% |
| All | +6,617.9% | +753.4% | +5,864.5% | +1,746.8% |
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