+145.2%
GOOGL vs TEL
+65.7%
+79.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.8% | -2.3% | -0.5% | -2.1% |
| 30D | -3.2% | -6.1% | +2.9% | -1.2% |
| 3M | -6.6% | +1.7% | -8.3% | -7.6% |
| 6M | +8.5% | +1.6% | +6.8% | +6.2% |
| YTD | +6.5% | -9.1% | +15.5% | +8.1% |
| 1Y | +39.4% | -1.7% | +41.1% | +36.6% |
| All | +145.2% | +65.7% | +79.5% | +85.1% |
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 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