+379.4%
TTD vs TEL
+292.3%
+87.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.1% |
| 7D | +6.3% | +3.0% | +3.4% | +3.7% |
| 30D | -23.9% | -3.9% | -20.0% | -21.9% |
| 3M | -31.4% | -5.1% | -26.3% | -29.2% |
| 6M | -42.7% | +0.6% | -43.3% | -45.6% |
| YTD | -62.0% | -7.3% | -54.7% | -62.1% |
| 1Y | -72.2% | +1.1% | -73.3% | -74.8% |
| 3Y | -81.9% | +63.7% | -145.6% | -90.3% |
| 5Y | -81.5% | +50.7% | -132.2% | -88.8% |
| All | +379.4% | +292.3% | +87.1% | +26.5% |
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