+66.9%
TEL vs BAH
-31.5%
+98.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.7% |
| 7D | -1.4% | -4.3% | +2.9% | -1.0% |
| 30D | -4.9% | -4.5% | -0.4% | -4.4% |
| 3M | +0.1% | -7.6% | +7.7% | +1.0% |
| 6M | +0.4% | -10.6% | +11.0% | +1.4% |
| YTD | -8.9% | -12.6% | +3.6% | -8.4% |
| 1Y | -0.3% | -27.0% | +26.7% | +2.9% |
| All | +66.9% | -31.5% | +98.4% | +64.9% |
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