+89.2%
USB vs TEL
+304.7%
-215.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.1% | -0.7% |
| 7D | +0.8% | +0.6% | +0.2% | +0.3% |
| 30D | +6.8% | +0.2% | +6.6% | +6.2% |
| 3M | -3.8% | +1.5% | -5.3% | -5.6% |
| 6M | +11.7% | +6.9% | +4.8% | +5.2% |
| YTD | +17.5% | -2.8% | +20.3% | +14.5% |
| 1Y | +33.8% | -8.8% | +42.5% | +35.0% |
| 3Y | +104.2% | +84.3% | +19.9% | +28.0% |
| 5Y | +26.4% | +46.8% | -20.4% | -9.9% |
| 10Y | +89.2% | +294.7% | -205.5% | -28.3% |
| All | +89.2% | +304.7% | -215.5% | -28.3% |
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