-16.2%
BA vs TEL
+79.6%
-95.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -1.1% | +4.5% | -5.6% | -2.8% |
| 30D | -7.1% | +2.9% | -10.0% | -8.6% |
| 3M | -25.5% | +1.1% | -26.7% | -26.3% |
| 6M | -28.7% | +5.0% | -33.7% | -30.8% |
| YTD | -21.0% | -3.9% | -17.1% | -22.1% |
| 1Y | -11.9% | -7.4% | -4.4% | -11.8% |
| 3Y | -16.2% | +81.0% | -97.1% | -42.3% |
| All | -16.2% | +79.6% | -95.8% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling