+526.0%
GLW vs TEL
+283.7%
+242.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -3.8% |
| 7D | +7.7% | +4.5% | +3.2% | +4.5% |
| 30D | -18.8% | +2.9% | -21.7% | -20.2% |
| 3M | -27.7% | +1.1% | -28.9% | -27.7% |
| 6M | -44.4% | +5.0% | -49.4% | -46.0% |
| YTD | +31.3% | -3.9% | +35.2% | +34.9% |
| 1Y | +40.0% | -7.4% | +47.5% | +48.0% |
| 3Y | +339.2% | +81.0% | +258.2% | +183.2% |
| 5Y | +229.2% | +42.3% | +186.9% | +146.8% |
| All | +526.0% | +283.7% | +242.3% | +122.5% |
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