+472.7%
LLY vs TEL
+47.3%
+425.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.2% |
| 7D | +1.4% | -0.4% | +1.7% | +1.4% |
| 30D | +21.5% | +1.0% | +20.6% | +21.2% |
| 3M | +18.5% | +0.7% | +17.7% | +17.9% |
| 6M | +49.1% | +7.3% | +41.8% | +46.0% |
| YTD | +34.4% | -2.5% | +36.9% | +33.2% |
| 1Y | +46.3% | -10.3% | +56.6% | +47.5% |
| 3Y | +145.5% | +81.1% | +64.3% | +108.4% |
| 5Y | +472.7% | +45.3% | +427.4% | +418.2% |
| All | +472.7% | +47.3% | +425.4% | +418.2% |
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