+309.3%
TEL vs BB
+1.6%
+307.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.3% |
| 7D | +1.6% | -0.4% | +2.0% | +1.6% |
| 30D | -0.7% | -12.5% | +11.9% | +1.2% |
| 3M | +2.4% | -17.4% | +19.9% | +4.3% |
| 6M | +4.1% | +119.1% | -115.0% | -9.8% |
| YTD | -5.8% | +102.4% | -108.2% | -17.4% |
| 1Y | +0.9% | +98.2% | -97.3% | -11.7% |
| 3Y | +72.6% | +46.9% | +25.7% | +51.6% |
| 5Y | +57.5% | -26.4% | +83.9% | +47.1% |
| All | +309.3% | +1.6% | +307.8% | +190.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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