+6.2%
HD vs TEL
+50.8%
-44.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -1.8% | +1.2% | -3.0% | -2.3% |
| 30D | -10.8% | -4.1% | -6.7% | -9.5% |
| 3M | -2.7% | -2.6% | -0.1% | -2.1% |
| 6M | -10.3% | 0.0% | -10.3% | -11.2% |
| YTD | -7.8% | -9.1% | +1.2% | -5.8% |
| 1Y | -23.1% | -0.8% | -22.3% | -25.2% |
| 3Y | +2.0% | +67.4% | -65.4% | -25.6% |
| 5Y | +6.2% | +51.8% | -45.5% | -19.4% |
| All | +6.2% | +50.8% | -44.6% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling