+49.0%
BAC vs TEL
+753.4%
-704.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.5% |
| 7D | +3.2% | +4.5% | -1.3% | -0.4% |
| 30D | -0.7% | +2.9% | -3.6% | -3.6% |
| 3M | -20.0% | +1.1% | -21.1% | -21.8% |
| 6M | +3.4% | +5.0% | -1.6% | -3.4% |
| YTD | -5.7% | -3.9% | -1.9% | -8.7% |
| 1Y | -1.4% | -7.4% | +6.0% | -2.4% |
| 3Y | +97.9% | +81.0% | +16.9% | +8.0% |
| 5Y | +22.9% | +42.3% | -19.4% | -21.0% |
| 10Y | +235.3% | +284.8% | -49.5% | -16.8% |
| All | +49.0% | +753.4% | -704.3% | -85.1% |
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