-68.5%
U vs TEL
+50.4%
-118.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.3% |
| 7D | +4.4% | +1.2% | +3.1% | +2.9% |
| 30D | -1.3% | -4.1% | +2.8% | +2.2% |
| 3M | +49.6% | -2.6% | +52.2% | +51.0% |
| 6M | +100.2% | 0.0% | +100.2% | +86.1% |
| YTD | -3.7% | -9.1% | +5.4% | -2.1% |
| 1Y | -6.5% | -0.8% | -5.7% | -15.6% |
| 3Y | +12.9% | +67.4% | -54.5% | -54.2% |
| All | -68.5% | +50.4% | -118.9% | -84.9% |
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