+606.9%
GLW vs TEL
+765.5%
-158.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.7% | +6.9% |
| 7D | +1.4% | -0.4% | +1.8% | +2.2% |
| 30D | -18.2% | +1.0% | -19.2% | -18.4% |
| 3M | -24.2% | +0.7% | -24.9% | -24.0% |
| 6M | -41.7% | +7.3% | -49.0% | -44.1% |
| YTD | +38.3% | -2.5% | +40.8% | +41.0% |
| 1Y | +38.2% | -10.3% | +48.5% | +48.8% |
| 3Y | +363.4% | +81.1% | +282.3% | +215.4% |
| 5Y | +254.6% | +45.3% | +209.3% | +172.6% |
| 10Y | +562.0% | +290.3% | +271.7% | +169.9% |
| All | +606.9% | +765.5% | -158.5% | +59.1% |
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 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