+310.4%
WFC vs TEL
+708.6%
-398.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.5% | -1.1% |
| 7D | +1.1% | -1.4% | +2.5% | +1.9% |
| 30D | +0.8% | -4.9% | +5.7% | +3.8% |
| 3M | +9.3% | +0.1% | +9.2% | +7.7% |
| 6M | +10.6% | +0.4% | +10.3% | +7.3% |
| YTD | -4.1% | -8.9% | +4.9% | -1.8% |
| 1Y | +13.6% | -0.3% | +13.9% | +8.2% |
| 3Y | +130.7% | +67.6% | +63.1% | +49.0% |
| 5Y | +126.7% | +50.7% | +76.0% | +53.7% |
| 10Y | +132.1% | +288.6% | -156.5% | -22.9% |
| All | +310.4% | +708.6% | -398.2% | -39.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling