+3,391.2%
ORLY vs TEL
+707.2%
+2,684.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -2.1% | -2.3% | +0.1% | -1.4% |
| 30D | -7.6% | -6.1% | -1.6% | -5.8% |
| 3M | -5.5% | +1.7% | -7.2% | -6.4% |
| 6M | -9.7% | +1.6% | -11.3% | -11.3% |
| YTD | -6.2% | -9.1% | +2.8% | -5.1% |
| 1Y | -18.6% | -1.7% | -17.0% | -20.3% |
| 3Y | +33.8% | +67.3% | -33.5% | +5.7% |
| 5Y | +116.5% | +52.1% | +64.4% | +73.8% |
| 10Y | +361.0% | +299.3% | +61.7% | +149.1% |
| All | +3,391.2% | +707.2% | +2,684.0% | +1,239.4% |
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