+851.8%
GLW vs TEL
+316.2%
+535.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.6% | -0.6% |
| 7D | +7.8% | +1.6% | +6.3% | +6.5% |
| 30D | -0.4% | -0.7% | +0.2% | -0.1% |
| 3M | -5.6% | +2.4% | -8.0% | -7.5% |
| 6M | +26.7% | +4.1% | +22.6% | +22.2% |
| YTD | +91.0% | -5.8% | +96.9% | +97.3% |
| 1Y | +122.4% | +0.9% | +121.5% | +119.4% |
| 3Y | +471.0% | +72.6% | +398.4% | +276.5% |
| 5Y | +385.6% | +57.5% | +328.1% | +233.6% |
| All | +851.8% | +316.2% | +535.7% | +228.1% |
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 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