+511.3%
KO vs TEL
+707.2%
-195.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.1% | -2.3% | +1.2% | -0.6% |
| 30D | +1.6% | -6.1% | +7.6% | +2.9% |
| 3M | +5.8% | +1.7% | +4.1% | +4.8% |
| 6M | +14.3% | +1.6% | +12.7% | +12.5% |
| YTD | +27.3% | -9.1% | +36.4% | +28.3% |
| 1Y | +33.2% | -1.7% | +34.8% | +30.9% |
| 3Y | +64.5% | +67.3% | -2.9% | +37.6% |
| 5Y | +83.1% | +52.1% | +31.0% | +54.5% |
| 10Y | +183.9% | +299.3% | -115.4% | +77.9% |
| All | +511.3% | +707.2% | -195.9% | +172.8% |
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