+683.8%
TEL vs BAX
+20.1%
+663.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | +3.0% | -1.1% | +4.1% | +3.4% |
| 30D | -3.9% | -5.5% | +1.5% | -1.8% |
| 3M | -5.1% | +33.5% | -38.7% | -16.8% |
| 6M | +0.6% | +35.9% | -35.3% | -12.9% |
| YTD | -7.3% | +35.4% | -42.6% | -20.8% |
| 1Y | +1.1% | +9.8% | -8.6% | -6.7% |
| 3Y | +63.7% | -32.7% | +96.4% | +79.3% |
| 5Y | +50.7% | -65.6% | +116.2% | +124.5% |
| 10Y | +290.2% | -34.9% | +325.1% | +286.7% |
| All | +683.8% | +20.1% | +663.7% | +431.6% |
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