+133.3%
WFC vs TEL
+65.7%
+67.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +0.4% | +1.2% | -0.8% | -0.1% |
| 30D | +2.5% | -4.1% | +6.6% | +4.0% |
| 3M | +10.0% | -2.6% | +12.6% | +10.4% |
| 6M | +15.1% | 0.0% | +15.0% | +13.0% |
| YTD | -2.2% | -9.1% | +6.9% | -0.3% |
| 1Y | +13.5% | -0.8% | +14.3% | +9.4% |
| All | +133.3% | +65.7% | +67.6% | +66.2% |
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 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