+194.7%
BA vs TEL
+723.0%
-528.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +1.2% | +3.0% | -1.8% | -0.7% |
| 30D | -11.6% | -3.9% | -7.7% | -9.7% |
| 3M | -2.4% | -5.1% | +2.7% | -0.2% |
| 6M | -6.6% | +0.6% | -7.2% | -9.1% |
| YTD | -2.2% | -7.3% | +5.0% | -1.1% |
| 1Y | -8.0% | +1.1% | -9.2% | -12.6% |
| 3Y | -5.0% | +63.7% | -68.7% | -34.7% |
| 5Y | -2.7% | +50.7% | -53.4% | -30.2% |
| 10Y | +75.9% | +290.2% | -214.3% | -24.6% |
| All | +194.7% | +723.0% | -528.3% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling