+319.8%
WFC vs TEL
+723.0%
-403.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.1% |
| 7D | +3.8% | +3.0% | +0.8% | +1.6% |
| 30D | +1.5% | -3.9% | +5.4% | +3.7% |
| 3M | +10.9% | -5.1% | +16.0% | +13.2% |
| 6M | +8.4% | +0.6% | +7.8% | +5.0% |
| YTD | -1.9% | -7.3% | +5.4% | -0.7% |
| 1Y | +12.3% | +1.1% | +11.2% | +6.0% |
| 3Y | +132.3% | +63.7% | +68.6% | +52.7% |
| 5Y | +130.1% | +50.7% | +79.4% | +56.1% |
| 10Y | +134.4% | +290.2% | -155.8% | -22.4% |
| All | +319.8% | +723.0% | -403.2% | -38.9% |
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