+1,562.5%
LLY vs TEL
+301.9%
+1,260.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -3.1% | +1.2% | -4.3% | -3.4% |
| 30D | -8.6% | -4.1% | -4.5% | -7.9% |
| 3M | -1.6% | -2.6% | +0.9% | -1.5% |
| 6M | +11.8% | 0.0% | +11.8% | +10.8% |
| YTD | +5.1% | -9.1% | +14.2% | +6.0% |
| 1Y | +50.7% | -0.8% | +51.6% | +48.4% |
| 3Y | +95.7% | +67.4% | +28.3% | +67.7% |
| 5Y | +390.2% | +51.8% | +338.4% | +323.2% |
| All | +1,562.5% | +301.9% | +1,260.6% | +994.0% |
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