+2,831.8%
SOXX vs TEL
+736.1%
+2,095.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | -0.6% |
| 7D | +1.4% | +1.6% | -0.2% | +0.2% |
| 30D | -3.6% | -0.7% | -2.9% | -3.4% |
| 3M | -10.2% | +2.4% | -12.6% | -11.9% |
| 6M | +54.2% | +4.1% | +50.1% | +48.4% |
| YTD | +75.2% | -5.8% | +81.0% | +79.2% |
| 1Y | +107.5% | +0.9% | +106.6% | +102.8% |
| 3Y | +226.8% | +72.6% | +154.2% | +123.8% |
| 5Y | +251.2% | +57.5% | +193.7% | +159.6% |
| 10Y | +1,567.6% | +313.6% | +1,254.0% | +587.2% |
| All | +2,831.8% | +736.1% | +2,095.7% | +659.4% |
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