+60.7%
BMY vs TEL
+316.2%
-255.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -1.0% |
| 7D | -4.8% | +1.6% | -6.3% | -5.1% |
| 30D | -0.1% | -0.7% | +0.6% | -0.1% |
| 3M | +13.1% | +2.4% | +10.7% | +12.0% |
| 6M | +8.4% | +4.1% | +4.3% | +6.4% |
| YTD | +22.0% | -5.8% | +27.8% | +22.2% |
| 1Y | +40.3% | +0.9% | +39.4% | +37.7% |
| 3Y | +20.5% | +72.6% | -52.1% | +1.3% |
| 5Y | +23.7% | +57.5% | -33.8% | +4.5% |
| All | +60.7% | +316.2% | -255.4% | -1.2% |
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