+604.5%
XYZ vs TEL
+291.3%
+313.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.7% |
| 7D | -3.7% | +1.2% | -4.9% | -4.8% |
| 30D | +0.5% | -4.1% | +4.6% | +3.7% |
| 3M | +16.3% | -2.6% | +18.8% | +17.5% |
| 6M | +21.1% | 0.0% | +21.1% | +16.2% |
| YTD | +22.0% | -9.1% | +31.0% | +24.9% |
| 1Y | +5.2% | -0.8% | +6.0% | -2.7% |
| 3Y | +49.6% | +67.4% | -17.8% | -22.3% |
| 5Y | -68.4% | +51.8% | -120.2% | -80.8% |
| 10Y | +604.5% | +299.4% | +305.1% | +101.9% |
| All | +604.5% | +291.3% | +313.2% | +101.9% |
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 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