+634.6%
XYZ vs TEL
+290.5%
+344.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.0% |
| 7D | +12.6% | -0.9% | +13.5% | +13.4% |
| 30D | +10.8% | -0.2% | +11.0% | +10.2% |
| 3M | +8.4% | +2.0% | +6.3% | +4.4% |
| 6M | +14.3% | +6.4% | +7.9% | +4.4% |
| YTD | +31.5% | -3.2% | +34.7% | +25.7% |
| 1Y | +28.1% | -11.2% | +39.3% | +31.9% |
| 3Y | +66.2% | +79.8% | -13.6% | -20.9% |
| 5Y | -62.3% | +46.6% | -108.9% | -76.7% |
| 10Y | +634.6% | +288.1% | +346.5% | +91.6% |
| All | +634.6% | +290.5% | +344.1% | +91.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling