+469.5%
GLW vs TEL
+66.0%
+403.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.8% | +9.3% | +8.8% |
| 7D | +14.0% | -1.4% | +15.5% | +15.0% |
| 30D | +0.4% | -4.9% | +5.2% | +3.9% |
| 3M | -11.3% | +0.1% | -11.4% | -11.8% |
| 6M | +35.1% | +0.4% | +34.7% | +32.9% |
| YTD | +90.5% | -8.9% | +99.5% | +100.2% |
| 1Y | +132.0% | -0.3% | +132.3% | +130.8% |
| All | +469.5% | +66.0% | +403.5% | +306.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling