-10.1%
BA vs TEL
-0.3%
-9.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -2.0% |
| 7D | -1.2% | +1.2% | -2.4% | -1.5% |
| 30D | -11.3% | -4.1% | -7.2% | -10.5% |
| 3M | -3.8% | -2.6% | -1.2% | -3.4% |
| 6M | -8.3% | 0.0% | -8.3% | -10.2% |
| YTD | -4.9% | -9.1% | +4.1% | -5.7% |
| 1Y | -10.1% | -0.8% | -9.2% | -16.7% |
| All | -10.1% | -0.3% | -9.8% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling