+81.0%
TEL vs BAH
-26.8%
+107.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +4.5% | +1.7% | +2.8% | +4.4% |
| 30D | +2.9% | +20.8% | -17.9% | +1.1% |
| 3M | +1.1% | +11.6% | -10.4% | 0.0% |
| 6M | +5.0% | +23.1% | -18.1% | +2.7% |
| YTD | -3.9% | +5.3% | -9.1% | -5.1% |
| 1Y | -7.4% | +6.1% | -13.6% | -8.8% |
| 3Y | +81.0% | -27.5% | +108.5% | +84.0% |
| All | +81.0% | -26.8% | +107.8% | +84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling