+938.7%
GILD vs TEL
+736.1%
+202.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.3% | -1.7% |
| 7D | -4.8% | +1.6% | -6.4% | -5.3% |
| 30D | +5.8% | -0.7% | +6.4% | +5.8% |
| 3M | +14.9% | +2.4% | +12.5% | +13.6% |
| 6M | -0.4% | +4.1% | -4.5% | -2.4% |
| YTD | +18.5% | -5.8% | +24.4% | +18.7% |
| 1Y | +25.1% | +0.9% | +24.2% | +22.4% |
| 3Y | +105.9% | +72.6% | +33.3% | +69.7% |
| 5Y | +143.0% | +57.5% | +85.4% | +101.8% |
| 10Y | +162.4% | +313.6% | -151.3% | +54.2% |
| All | +938.7% | +736.1% | +202.6% | +398.3% |
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