+670.1%
TEL vs BAX
+15.6%
+654.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -0.2% |
| 7D | -1.4% | -2.4% | +1.0% | -0.5% |
| 30D | -4.9% | -9.7% | +4.9% | -1.0% |
| 3M | +0.1% | +29.3% | -29.2% | -11.1% |
| 6M | +0.4% | +40.7% | -40.3% | -14.4% |
| YTD | -8.9% | +30.3% | -39.2% | -21.0% |
| 1Y | -0.3% | +3.4% | -3.7% | -5.7% |
| 3Y | +67.6% | -32.0% | +99.6% | +82.1% |
| 5Y | +50.7% | -66.9% | +117.5% | +128.1% |
| 10Y | +288.6% | -37.1% | +325.7% | +290.1% |
| All | +670.1% | +15.6% | +654.5% | +430.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BAX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling