+338.4%
IBM vs TEL
+723.0%
-384.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | -0.3% | +3.0% | -3.3% | -1.4% |
| 30D | +0.3% | -3.9% | +4.2% | +1.5% |
| 3M | -21.6% | -5.1% | -16.5% | -20.7% |
| 6M | -4.7% | +0.6% | -5.3% | -6.4% |
| YTD | -19.1% | -7.3% | -11.8% | -18.5% |
| 1Y | -2.5% | +1.1% | -3.6% | -5.3% |
| 3Y | +74.2% | +63.7% | +10.5% | +37.9% |
| 5Y | +113.1% | +50.7% | +62.5% | +70.3% |
| 10Y | +133.5% | +290.2% | -156.6% | +25.8% |
| All | +338.4% | +723.0% | -384.7% | +62.2% |
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 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