+124.8%
VGT vs TEL
+71.6%
+53.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.6% | -2.4% | -0.6% |
| 7D | -0.2% | +1.6% | -1.8% | -1.0% |
| 30D | -0.4% | -0.7% | +0.2% | -0.3% |
| 3M | +4.4% | +2.4% | +2.0% | +2.7% |
| 6M | +32.1% | +4.1% | +27.9% | +26.5% |
| YTD | +28.8% | -5.8% | +34.6% | +29.4% |
| 1Y | +35.3% | +0.9% | +34.5% | +29.5% |
| 3Y | +124.8% | +72.6% | +52.2% | +51.0% |
| All | +124.8% | +71.6% | +53.1% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling