+921.3%
VUG vs TEL
+707.4%
+213.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +0.1% | +1.2% | -1.1% | -0.5% |
| 30D | -1.7% | -4.1% | +2.4% | 0.0% |
| 3M | +2.8% | -2.6% | +5.4% | +3.5% |
| 6M | +13.6% | 0.0% | +13.6% | +11.8% |
| YTD | +8.1% | -9.1% | +17.1% | +10.4% |
| 1Y | +13.1% | -0.8% | +13.9% | +10.3% |
| 3Y | +87.0% | +67.4% | +19.6% | +39.7% |
| 5Y | +76.0% | +51.8% | +24.2% | +37.2% |
| 10Y | +420.5% | +299.4% | +121.0% | +152.6% |
| All | +921.3% | +707.4% | +213.9% | +223.5% |
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 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