+77.9%
VUG vs TEL
+79.6%
-1.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +2.5% | +4.5% | -2.0% | +0.7% |
| 30D | -6.3% | +2.9% | -9.2% | -7.4% |
| 3M | -6.0% | +1.1% | -7.2% | -6.7% |
| 6M | -3.5% | +5.0% | -8.5% | -6.0% |
| YTD | +3.9% | -3.9% | +7.8% | +3.2% |
| 1Y | +5.1% | -7.4% | +12.5% | +6.0% |
| 3Y | +77.9% | +81.0% | -3.1% | +26.8% |
| All | +77.9% | +79.6% | -1.7% | +26.8% |
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