+524.5%
GLW vs TEL
+283.7%
+240.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.9% | -4.0% |
| 7D | +7.5% | +4.5% | +3.0% | +4.3% |
| 30D | -19.0% | +2.9% | -21.9% | -20.4% |
| 3M | -27.9% | +1.1% | -29.0% | -27.8% |
| 6M | -44.6% | +5.0% | -49.6% | -46.1% |
| YTD | +31.0% | -3.9% | +34.9% | +34.6% |
| 1Y | +39.7% | -7.4% | +47.2% | +47.6% |
| 3Y | +338.2% | +81.0% | +257.2% | +182.5% |
| 5Y | +228.4% | +42.3% | +186.1% | +146.2% |
| All | +524.5% | +283.7% | +240.8% | +122.0% |
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