+498.2%
HCA vs TEL
+316.2%
+182.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.6% | -2.2% | -0.4% |
| 7D | +5.4% | +1.6% | +3.8% | +4.6% |
| 30D | +3.0% | -0.7% | +3.6% | +3.1% |
| 3M | +13.0% | +2.4% | +10.6% | +10.8% |
| 6M | -20.3% | +4.1% | -24.4% | -23.6% |
| YTD | -8.2% | -5.8% | -2.4% | -8.3% |
| 1Y | +6.7% | +0.9% | +5.8% | +1.5% |
| 3Y | +60.4% | +72.6% | -12.2% | +5.9% |
| 5Y | +73.4% | +57.5% | +15.9% | +18.2% |
| All | +498.2% | +316.2% | +182.0% | +135.8% |
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