+361.0%
ORLY vs TEL
+316.2%
+44.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | -0.7% |
| 7D | -2.4% | +1.6% | -3.9% | -2.8% |
| 30D | -6.8% | -0.7% | -6.1% | -6.7% |
| 3M | -4.8% | +2.4% | -7.2% | -5.8% |
| 6M | -9.1% | +4.1% | -13.2% | -11.2% |
| YTD | -5.9% | -5.8% | -0.1% | -5.8% |
| 1Y | -20.4% | +0.9% | -21.3% | -22.7% |
| 3Y | +36.6% | +72.6% | -36.0% | +6.1% |
| 5Y | +117.3% | +57.5% | +59.8% | +71.5% |
| All | +361.0% | +316.2% | +44.8% | +128.8% |
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 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