+600.3%
VTI vs TEL
+736.1%
-135.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | -0.9% |
| 7D | -0.9% | +1.6% | -2.5% | -1.7% |
| 30D | -1.4% | -0.7% | -0.8% | -1.4% |
| 3M | +3.6% | +2.4% | +1.2% | +1.8% |
| 6M | +13.6% | +4.1% | +9.5% | +9.5% |
| YTD | +12.9% | -5.8% | +18.7% | +13.3% |
| 1Y | +17.2% | +0.9% | +16.3% | +13.2% |
| 3Y | +75.7% | +72.6% | +3.1% | +28.4% |
| 5Y | +75.4% | +57.5% | +17.9% | +32.3% |
| 10Y | +303.3% | +313.6% | -10.3% | +85.4% |
| All | +600.3% | +736.1% | -135.8% | +102.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling