+66.6%
TEL vs BB
+62.2%
+4.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.3% |
| 7D | -2.3% | -2.1% | -0.2% | -2.0% |
| 30D | -6.1% | -16.0% | +10.0% | -4.0% |
| 3M | +1.7% | -14.5% | +16.2% | +2.7% |
| 6M | +1.6% | +118.6% | -116.9% | -11.4% |
| YTD | -9.1% | +98.9% | -108.0% | -19.7% |
| 1Y | -1.7% | +99.5% | -101.1% | -13.5% |
| All | +66.6% | +62.2% | +4.5% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling