+1,112.1%
PSX vs TEL
+689.2%
+422.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.4% |
| 7D | +4.5% | +3.0% | +1.6% | +2.8% |
| 30D | +26.6% | -3.9% | +30.5% | +28.9% |
| 3M | +39.3% | -5.1% | +44.4% | +41.3% |
| 6M | +56.8% | +0.6% | +56.2% | +50.4% |
| YTD | +101.8% | -7.3% | +109.1% | +99.8% |
| 1Y | +99.6% | +1.1% | +98.5% | +85.7% |
| 3Y | +140.3% | +63.7% | +76.7% | +61.6% |
| 5Y | +339.3% | +50.7% | +288.7% | +200.4% |
| 10Y | +369.9% | +290.2% | +79.7% | +67.0% |
| All | +1,112.1% | +689.2% | +422.8% | +158.5% |
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