+147.5%
IBM vs TEL
+44.6%
+102.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -0.3% | +5.6% | -5.9% | -1.7% |
| 30D | +6.8% | +0.9% | +5.9% | +6.3% |
| 3M | +4.4% | +2.1% | +2.3% | +3.4% |
| 6M | +13.2% | +2.7% | +10.5% | +11.5% |
| YTD | -15.1% | -3.2% | -11.9% | -15.6% |
| 1Y | -20.2% | -10.6% | -9.6% | -18.8% |
| 3Y | +79.3% | +79.8% | -0.5% | +43.3% |
| 5Y | +147.5% | +43.3% | +104.2% | +103.4% |
| All | +147.5% | +44.6% | +102.8% | +103.4% |
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