+42.1%
BKR vs TEL
+707.2%
-665.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.6% | -6.6% |
| 7D | -6.7% | -2.3% | -4.4% | -5.4% |
| 30D | -8.3% | -6.1% | -2.3% | -5.2% |
| 3M | -5.4% | +1.7% | -7.1% | -7.4% |
| 6M | +0.8% | +1.6% | -0.8% | -3.2% |
| YTD | +31.8% | -9.1% | +40.9% | +34.0% |
| 1Y | +28.6% | -1.7% | +30.2% | +23.5% |
| 3Y | +71.2% | +67.3% | +3.9% | +15.4% |
| 5Y | +179.2% | +52.1% | +127.1% | +92.5% |
| 10Y | +124.0% | +299.3% | -175.4% | -17.9% |
| All | +42.1% | +707.2% | -665.0% | -73.4% |
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