+1,419.7%
HD vs TEL
+759.0%
+660.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +5.2% | -0.9% | +6.1% | +5.5% |
| 30D | +20.7% | -0.2% | +21.0% | +20.4% |
| 3M | +0.8% | +2.0% | -1.2% | -0.9% |
| 6M | +12.2% | +6.4% | +5.8% | +7.7% |
| YTD | +4.2% | -3.2% | +7.5% | +3.2% |
| 1Y | -2.6% | -11.2% | +8.6% | -0.1% |
| 3Y | +30.0% | +79.8% | -49.8% | -6.1% |
| 5Y | +8.1% | +46.6% | -38.5% | -15.2% |
| 10Y | +247.2% | +288.1% | -40.9% | +68.5% |
| All | +1,419.7% | +759.0% | +660.8% | +346.1% |
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 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