+26.6%
BA vs TEL
+290.5%
-263.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.9% |
| 7D | 0.0% | -0.9% | +1.0% | +0.4% |
| 30D | -8.9% | -0.2% | -8.7% | -9.8% |
| 3M | -25.5% | +2.0% | -27.5% | -27.9% |
| 6M | -27.0% | +6.4% | -33.4% | -32.4% |
| YTD | -20.1% | -3.2% | -16.9% | -23.1% |
| 1Y | -11.0% | -11.2% | +0.2% | -8.9% |
| 3Y | -11.8% | +79.8% | -91.6% | -52.8% |
| 5Y | -20.6% | +46.6% | -67.2% | -50.0% |
| 10Y | +26.6% | +288.1% | -261.5% | -62.9% |
| All | +26.6% | +290.5% | -263.8% | -62.9% |
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