+6,864.2%
TSM vs TEL
+765.5%
+6,098.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +3.8% |
| 7D | +4.4% | -0.4% | +4.8% | +4.9% |
| 30D | -7.0% | +1.0% | -8.0% | -7.3% |
| 3M | -1.8% | +0.7% | -2.5% | -2.3% |
| 6M | +2.7% | +7.3% | -4.6% | -1.9% |
| YTD | +37.1% | -2.5% | +39.6% | +36.9% |
| 1Y | +43.5% | -10.3% | +53.7% | +49.9% |
| 3Y | +341.5% | +81.1% | +260.4% | +207.7% |
| 5Y | +278.9% | +45.3% | +233.6% | +197.2% |
| 10Y | +1,641.8% | +290.3% | +1,351.5% | +677.9% |
| All | +6,864.2% | +765.5% | +6,098.7% | +1,798.7% |
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