+37.4%
GILD vs TEL
+2.3%
+35.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | +3.7% | +3.0% | +0.7% | +3.3% |
| 30D | +14.6% | -3.9% | +18.5% | +15.0% |
| 3M | +17.7% | -5.1% | +22.8% | +18.2% |
| 6M | +3.1% | +0.6% | +2.5% | +2.6% |
| YTD | +24.5% | -7.3% | +31.8% | +24.1% |
| 1Y | +37.4% | +1.1% | +36.2% | +30.2% |
| All | +37.4% | +2.3% | +35.1% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling