+822.1%
TEL vs BAH
+1,076.0%
-253.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +4.5% | +1.7% | +2.8% | +4.1% |
| 30D | +2.9% | +20.8% | -17.9% | -2.1% |
| 3M | +1.1% | +11.6% | -10.4% | -2.1% |
| 6M | +5.0% | +23.1% | -18.1% | -1.7% |
| YTD | -3.9% | +5.3% | -9.1% | -7.5% |
| 1Y | -7.4% | +6.1% | -13.6% | -11.3% |
| 3Y | +81.0% | -27.5% | +108.5% | +86.3% |
| 5Y | +42.3% | +6.2% | +36.1% | +28.1% |
| 10Y | +284.8% | +202.2% | +82.6% | +148.9% |
| All | +822.1% | +1,076.0% | -253.9% | +283.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling