+309.3%
TEL vs BAH
+207.9%
+101.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.5% |
| 7D | +1.6% | +4.3% | -2.7% | +0.6% |
| 30D | -0.7% | -2.5% | +1.8% | -0.2% |
| 3M | +2.4% | -0.9% | +3.4% | +2.2% |
| 6M | +4.1% | +1.5% | +2.7% | +2.7% |
| YTD | -5.8% | -8.0% | +2.1% | -5.8% |
| 1Y | +0.9% | -24.7% | +25.6% | +6.3% |
| 3Y | +72.6% | -28.4% | +101.0% | +76.0% |
| 5Y | +57.5% | +2.8% | +54.7% | +39.3% |
| All | +309.3% | +207.9% | +101.4% | +169.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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