+484.0%
V vs TEL
+283.7%
+200.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | +0.9% | +4.5% | -3.6% | -1.1% |
| 30D | +9.0% | +2.9% | +6.1% | +7.2% |
| 3M | +16.7% | +1.1% | +15.6% | +15.1% |
| 6M | +33.4% | +5.0% | +28.4% | +28.1% |
| YTD | +22.4% | -3.9% | +26.2% | +19.9% |
| 1Y | +27.7% | -7.4% | +35.1% | +26.9% |
| 3Y | +78.0% | +81.0% | -3.0% | +18.5% |
| 5Y | +108.5% | +42.3% | +66.2% | +56.1% |
| All | +484.0% | +283.7% | +200.3% | +135.2% |
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