+309.3%
TEL vs BBY
+252.7%
+56.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.5% | +2.5% |
| 7D | +1.6% | +0.6% | +1.0% | +1.4% |
| 30D | -0.7% | +9.4% | -10.1% | -4.0% |
| 3M | +2.4% | +19.3% | -16.9% | -4.2% |
| 6M | +4.1% | +47.9% | -43.8% | -10.4% |
| YTD | -5.8% | +39.6% | -45.4% | -18.0% |
| 1Y | +0.9% | +22.2% | -21.3% | -8.1% |
| 3Y | +72.6% | +45.0% | +27.6% | +41.8% |
| 5Y | +57.5% | +2.6% | +55.0% | +41.8% |
| All | +309.3% | +252.7% | +56.7% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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