+712.7%
TEL vs BAX
+20.0%
+692.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +4.5% | +0.1% | +4.4% | +4.5% |
| 30D | +2.9% | +4.1% | -1.2% | +0.8% |
| 3M | +1.1% | -4.5% | +5.7% | +2.3% |
| 6M | +5.0% | +49.2% | -44.2% | -12.8% |
| YTD | -3.9% | +35.2% | -39.1% | -18.3% |
| 1Y | -7.4% | +38.3% | -45.7% | -22.3% |
| 3Y | +81.0% | -19.0% | +100.0% | +81.6% |
| 5Y | +42.3% | -64.2% | +106.5% | +106.9% |
| 10Y | +284.8% | -35.7% | +320.5% | +282.9% |
| All | +712.7% | +20.0% | +692.7% | +448.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling