+60.4%
HCA vs TEL
+71.6%
-11.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.6% | -2.2% | +0.9% |
| 7D | +5.4% | +1.6% | +3.8% | +5.2% |
| 30D | +3.0% | -0.7% | +3.6% | +3.0% |
| 3M | +13.0% | +2.4% | +10.6% | +12.5% |
| 6M | -20.3% | +4.1% | -24.4% | -21.0% |
| YTD | -8.2% | -5.8% | -2.4% | -8.0% |
| 1Y | +6.7% | +0.9% | +5.8% | +5.4% |
| 3Y | +60.4% | +72.6% | -12.2% | +41.4% |
| All | +60.4% | +71.6% | -11.2% | +41.4% |
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