+644.6%
VRT vs TEL
+66.0%
+578.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.4% | +5.3% |
| 7D | +13.6% | -1.4% | +15.1% | +15.0% |
| 30D | +6.8% | -4.9% | +11.6% | +11.8% |
| 3M | -3.2% | +0.1% | -3.3% | -3.7% |
| 6M | +20.3% | +0.4% | +20.0% | +18.1% |
| YTD | +79.6% | -8.9% | +88.5% | +91.8% |
| 1Y | +139.0% | -0.3% | +139.3% | +135.2% |
| All | +644.6% | +66.0% | +578.6% | +349.5% |
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