+361.5%
LLY vs TEL
+49.6%
+312.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.5% | -1.9% |
| 7D | -3.1% | -1.4% | -1.7% | -2.9% |
| 30D | -5.1% | -4.9% | -0.2% | -4.3% |
| 3M | -2.1% | +0.1% | -2.1% | -2.5% |
| 6M | +13.8% | +0.4% | +13.5% | +12.8% |
| YTD | +5.1% | -8.9% | +14.0% | +5.7% |
| 1Y | +53.1% | -0.3% | +53.4% | +50.4% |
| 3Y | +95.6% | +67.6% | +28.0% | +69.5% |
| 5Y | +361.5% | +50.7% | +310.8% | +312.2% |
| All | +361.5% | +49.6% | +312.0% | +312.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling