+123.6%
HOOD vs TEL
+63.4%
+60.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -3.6% |
| 7D | -3.8% | +4.5% | -8.3% | -8.0% |
| 30D | -23.0% | +2.9% | -25.9% | -25.0% |
| 3M | -21.6% | +1.1% | -22.8% | -22.6% |
| 6M | +1.4% | +5.0% | -3.5% | -5.0% |
| YTD | -31.2% | -3.9% | -27.3% | -32.0% |
| 1Y | -35.9% | -7.4% | -28.5% | -33.9% |
| 3Y | +836.9% | +81.0% | +756.0% | +351.9% |
| 5Y | +121.1% | +42.3% | +78.8% | +32.4% |
| All | +123.6% | +63.4% | +60.2% | +24.0% |
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