+378.1%
PSX vs TEL
+316.2%
+61.9%
-64.2%
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% | -1.5% |
| 7D | +1.7% | +1.6% | +0.1% | +0.8% |
| 30D | +15.6% | -0.7% | +16.3% | +15.6% |
| 3M | +46.5% | +2.4% | +44.0% | +42.9% |
| 6M | +55.0% | +4.1% | +50.9% | +45.7% |
| YTD | +105.3% | -5.8% | +111.1% | +101.5% |
| 1Y | +101.6% | +0.9% | +100.7% | +87.8% |
| 3Y | +134.1% | +72.6% | +61.5% | +50.7% |
| 5Y | +368.7% | +57.5% | +311.1% | +207.7% |
| All | +378.1% | +316.2% | +61.9% | +60.4% |
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 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