+3,339.4%
LLY vs TEL
+723.0%
+2,616.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.1% | +3.0% | -5.1% | -3.0% |
| 30D | -1.6% | -3.9% | +2.3% | -0.8% |
| 3M | +2.3% | -5.1% | +7.4% | +3.1% |
| 6M | +14.9% | +0.6% | +14.3% | +13.5% |
| YTD | +7.5% | -7.3% | +14.8% | +8.0% |
| 1Y | +55.7% | +1.1% | +54.5% | +52.2% |
| 3Y | +110.6% | +63.7% | +46.9% | +77.3% |
| 5Y | +363.4% | +50.7% | +312.8% | +291.5% |
| 10Y | +1,649.0% | +290.2% | +1,358.8% | +959.0% |
| All | +3,339.4% | +723.0% | +2,616.4% | +1,340.8% |
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