+2,546.8%
GOOG vs TEL
+707.4%
+1,839.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -1.6% | +1.2% | -2.8% | -2.1% |
| 30D | -7.7% | -4.1% | -3.5% | -6.1% |
| 3M | -9.3% | -2.6% | -6.7% | -8.8% |
| 6M | +7.4% | 0.0% | +7.4% | +5.7% |
| YTD | +4.9% | -9.1% | +13.9% | +7.0% |
| 1Y | +37.2% | -0.8% | +38.1% | +34.0% |
| 3Y | +141.6% | +67.4% | +74.2% | +80.3% |
| 5Y | +128.8% | +51.8% | +77.0% | +77.9% |
| 10Y | +772.7% | +299.4% | +473.3% | +326.4% |
| All | +2,546.8% | +707.4% | +1,839.5% | +805.9% |
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