-39.0%
U vs TEL
+127.9%
-166.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | -3.8% | +3.0% | -6.8% | -6.8% |
| 30D | +17.5% | -3.9% | +21.4% | +21.1% |
| 3M | +38.7% | -5.1% | +43.8% | +44.0% |
| 6M | +104.4% | +0.6% | +103.8% | +91.0% |
| YTD | -5.7% | -7.3% | +1.6% | -5.6% |
| 1Y | +3.7% | +1.1% | +2.5% | -6.8% |
| 3Y | +12.3% | +63.7% | -51.4% | -46.9% |
| 5Y | -68.8% | +50.7% | -119.5% | -83.5% |
| All | -39.0% | +127.9% | -166.9% | -74.6% |
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