+867.8%
LIN vs TEL
+723.0%
+144.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -2.1% | +3.0% | -5.1% | -3.5% |
| 30D | -2.4% | -3.9% | +1.5% | -0.9% |
| 3M | -5.6% | -5.1% | -0.5% | -4.2% |
| 6M | -3.4% | +0.6% | -4.0% | -5.7% |
| YTD | +13.1% | -7.3% | +20.4% | +13.6% |
| 1Y | +2.5% | +1.1% | +1.3% | -2.1% |
| 3Y | +27.6% | +63.7% | -36.1% | -6.0% |
| 5Y | +63.0% | +50.7% | +12.4% | +23.1% |
| 10Y | +359.3% | +290.2% | +69.1% | +111.3% |
| All | +867.8% | +723.0% | +144.8% | +158.2% |
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