+28.1%
BA vs TEL
+304.7%
-276.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.3% | -4.7% |
| 7D | -1.7% | +0.6% | -2.3% | -2.5% |
| 30D | -9.5% | +0.2% | -9.7% | -10.6% |
| 3M | -26.5% | +1.5% | -28.0% | -28.6% |
| 6M | -27.4% | +6.9% | -34.3% | -33.0% |
| YTD | -20.6% | -2.8% | -17.8% | -23.8% |
| 1Y | -11.4% | -8.8% | -2.6% | -11.2% |
| 3Y | -10.8% | +84.3% | -95.1% | -53.3% |
| 5Y | -21.9% | +46.8% | -68.7% | -50.8% |
| 10Y | +28.1% | +294.7% | -266.6% | -62.9% |
| All | +28.1% | +304.7% | -276.6% | -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