+358.4%
LIN vs TEL
+287.3%
+71.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.2% | -1.2% |
| 7D | -3.5% | -1.4% | -2.0% | -2.9% |
| 30D | -4.1% | -4.9% | +0.8% | -2.3% |
| 3M | -6.4% | +0.1% | -6.5% | -7.1% |
| 6M | -2.4% | +0.4% | -2.8% | -4.7% |
| YTD | +10.9% | -8.9% | +19.8% | +12.3% |
| 1Y | 0.0% | -0.3% | +0.3% | -4.1% |
| 3Y | +25.8% | +67.6% | -41.8% | -10.3% |
| 5Y | +60.8% | +50.7% | +10.2% | +18.9% |
| 10Y | +358.4% | +288.6% | +69.7% | +100.0% |
| All | +358.4% | +287.3% | +71.1% | +100.0% |
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