+508.5%
TTD vs TEL
+283.7%
+224.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.9% |
| 7D | +21.3% | +4.5% | +16.8% | +17.5% |
| 30D | +28.7% | +2.9% | +25.8% | +25.7% |
| 3M | +7.7% | +1.1% | +6.6% | +5.2% |
| 6M | -23.5% | +5.0% | -28.5% | -28.4% |
| YTD | -58.7% | -3.9% | -54.8% | -60.3% |
| 1Y | -63.4% | -7.4% | -56.0% | -63.9% |
| 3Y | -75.3% | +81.0% | -156.3% | -87.9% |
| 5Y | -84.4% | +42.3% | -126.7% | -90.1% |
| All | +508.5% | +283.7% | +224.8% | +88.0% |
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