+683.8%
TEL vs BB
-86.5%
+770.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +3.0% | -5.6% | +8.6% | +4.0% |
| 30D | -3.9% | -11.8% | +7.9% | -1.9% |
| 3M | -5.1% | -25.5% | +20.4% | -1.3% |
| 6M | +0.6% | +121.3% | -120.7% | -15.2% |
| YTD | -7.3% | +103.2% | -110.5% | -20.7% |
| 1Y | +1.1% | +102.6% | -101.5% | -14.0% |
| 3Y | +63.7% | +37.5% | +26.2% | +41.2% |
| 5Y | +50.7% | -30.4% | +81.1% | +41.8% |
| 10Y | +290.2% | 0.0% | +290.2% | +174.2% |
| All | +683.8% | -86.5% | +770.3% | +657.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling