+223.3%
HOOD vs TEL
+60.1%
+163.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -4.3% |
| 7D | -7.8% | +1.6% | -9.4% | -9.4% |
| 30D | +18.6% | -0.7% | +19.3% | +19.4% |
| 3M | +22.1% | +2.4% | +19.6% | +17.8% |
| 6M | +43.1% | +4.1% | +38.9% | +31.3% |
| YTD | -0.5% | -5.8% | +5.4% | +0.5% |
| 1Y | -4.4% | +0.9% | -5.3% | -10.0% |
| 3Y | +938.5% | +72.6% | +865.9% | +426.2% |
| 5Y | +173.4% | +57.5% | +115.9% | +53.8% |
| All | +223.3% | +60.1% | +163.2% | +83.2% |
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