+309.3%
TEL vs BAX
-38.1%
+347.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +4.1% |
| 7D | +1.6% | -7.9% | +9.4% | +4.2% |
| 30D | -0.7% | -11.7% | +11.0% | +3.1% |
| 3M | +2.4% | +16.2% | -13.8% | -3.3% |
| 6M | +4.1% | +32.0% | -27.8% | -6.0% |
| YTD | -5.8% | +24.7% | -30.5% | -14.5% |
| 1Y | +0.9% | -2.6% | +3.5% | -1.2% |
| 3Y | +72.6% | -35.0% | +107.6% | +88.4% |
| 5Y | +57.5% | -67.6% | +125.1% | +127.6% |
| All | +309.3% | -38.1% | +347.5% | +351.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling