+371.1%
PSX vs TEL
+50.4%
+320.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +1.8% | +1.2% | +0.6% | +1.4% |
| 30D | +21.6% | -4.1% | +25.7% | +23.1% |
| 3M | +46.5% | -2.6% | +49.0% | +46.7% |
| 6M | +62.0% | 0.0% | +62.0% | +57.9% |
| YTD | +106.3% | -9.1% | +115.4% | +106.9% |
| 1Y | +103.0% | -0.8% | +103.8% | +94.1% |
| 3Y | +135.5% | +67.4% | +68.2% | +73.5% |
| All | +371.1% | +50.4% | +320.6% | +247.1% |
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