-80.9%
TTD vs TEL
+50.8%
-131.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -4.6% | +1.2% | -5.8% | -5.5% |
| 30D | +3.7% | -4.1% | +7.8% | +6.6% |
| 3M | -30.2% | -2.6% | -27.6% | -29.6% |
| 6M | -51.4% | 0.0% | -51.4% | -53.8% |
| YTD | -63.4% | -9.1% | -54.4% | -63.0% |
| 1Y | -73.5% | -0.8% | -72.7% | -75.9% |
| 3Y | -83.5% | +67.4% | -150.8% | -92.5% |
| 5Y | -80.9% | +51.8% | -132.7% | -89.8% |
| All | -80.9% | +50.8% | -131.7% | -89.8% |
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 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