+84.9%
USB vs TEL
+290.5%
-205.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.1% |
| 7D | +1.4% | -0.9% | +2.4% | +1.8% |
| 30D | +6.4% | -0.2% | +6.7% | +6.1% |
| 3M | -4.5% | +2.0% | -6.5% | -6.5% |
| 6M | +11.4% | +6.4% | +4.9% | +5.1% |
| YTD | +17.1% | -3.2% | +20.3% | +14.4% |
| 1Y | +32.6% | -11.2% | +43.7% | +36.1% |
| 3Y | +101.8% | +79.8% | +22.1% | +28.6% |
| 5Y | +25.1% | +46.6% | -21.4% | -10.7% |
| 10Y | +84.9% | +288.1% | -203.3% | -29.0% |
| All | +84.9% | +290.5% | -205.6% | -29.0% |
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