+882.1%
VUG vs TEL
+753.4%
+128.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +2.5% | +4.5% | -2.0% | +0.4% |
| 30D | -6.3% | +2.9% | -9.2% | -7.6% |
| 3M | -6.0% | +1.1% | -7.2% | -7.0% |
| 6M | -3.5% | +5.0% | -8.5% | -6.6% |
| YTD | +3.9% | -3.9% | +7.8% | +3.1% |
| 1Y | +5.1% | -7.4% | +12.5% | +5.9% |
| 3Y | +77.9% | +81.0% | -3.1% | +27.8% |
| 5Y | +62.4% | +42.3% | +20.1% | +30.1% |
| 10Y | +399.4% | +284.8% | +114.6% | +145.4% |
| All | +882.1% | +753.4% | +128.8% | +202.2% |
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