+140.5%
LLY vs TEL
+79.6%
+60.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +6.6% | +4.5% | +2.1% | +5.8% |
| 30D | +19.4% | +2.9% | +16.5% | +18.7% |
| 3M | +19.6% | +1.1% | +18.4% | +18.9% |
| 6M | +42.6% | +5.0% | +37.6% | +40.2% |
| YTD | +35.0% | -3.9% | +38.8% | +33.9% |
| 1Y | +42.0% | -7.4% | +49.5% | +41.9% |
| 3Y | +140.5% | +81.0% | +59.5% | +109.5% |
| All | +140.5% | +79.6% | +60.9% | +109.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling