+83.1%
BAC vs TEL
+723.0%
-640.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +1.1% | +3.0% | -1.9% | -1.4% |
| 30D | -0.4% | -3.9% | +3.5% | +2.2% |
| 3M | +16.9% | -5.1% | +22.0% | +19.6% |
| 6M | +26.6% | +0.6% | +26.0% | +21.4% |
| YTD | +15.8% | -7.3% | +23.1% | +16.4% |
| 1Y | +27.2% | +1.1% | +26.0% | +17.5% |
| 3Y | +132.4% | +63.7% | +68.7% | +38.6% |
| 5Y | +72.6% | +50.7% | +21.9% | +5.7% |
| 10Y | +389.7% | +290.2% | +99.6% | +20.4% |
| All | +83.1% | +723.0% | -640.0% | -81.0% |
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