+1,934.0%
VRT vs TEL
+170.8%
+1,763.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.0% |
| 7D | +10.5% | +4.5% | +6.0% | +6.7% |
| 30D | -9.3% | +2.9% | -12.2% | -11.0% |
| 3M | -29.6% | +1.1% | -30.7% | -29.8% |
| 6M | -45.4% | +5.0% | -50.4% | -47.2% |
| YTD | +24.8% | -3.9% | +28.7% | +28.4% |
| 1Y | +23.6% | -7.4% | +31.1% | +31.7% |
| 3Y | +379.7% | +81.0% | +298.7% | +201.1% |
| 5Y | +660.3% | +42.3% | +618.0% | +470.7% |
| All | +1,934.0% | +170.8% | +1,763.2% | +774.3% |
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