+42.4%
TEL vs BAH
+6.1%
+36.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +4.5% | +1.7% | +2.8% | +4.2% |
| 30D | +2.9% | +20.8% | -17.9% | -0.2% |
| 3M | +1.1% | +11.6% | -10.4% | -0.9% |
| 6M | +5.0% | +23.1% | -18.1% | +0.8% |
| YTD | -3.9% | +5.3% | -9.1% | -6.1% |
| 1Y | -7.4% | +6.1% | -13.6% | -9.8% |
| 3Y | +81.0% | -27.5% | +108.5% | +83.4% |
| All | +42.4% | +6.1% | +36.2% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling