+391.9%
BAC vs TEL
+301.8%
+90.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.3% | -2.3% | +2.0% | +1.1% |
| 30D | -1.8% | -6.1% | +4.3% | +1.7% |
| 3M | +15.3% | +1.7% | +13.6% | +12.8% |
| 6M | +30.2% | +1.6% | +28.5% | +25.3% |
| YTD | +15.6% | -9.1% | +24.6% | +18.0% |
| 1Y | +27.5% | -1.7% | +29.1% | +22.1% |
| 3Y | +137.0% | +67.3% | +69.7% | +52.8% |
| 5Y | +75.6% | +52.1% | +23.5% | +17.5% |
| All | +391.9% | +301.8% | +90.1% | +51.2% |
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