+72.6%
TEL vs BBY
+42.8%
+29.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.5% | +2.8% |
| 7D | +1.6% | +0.6% | +1.0% | +1.4% |
| 30D | -0.7% | +9.4% | -10.1% | -3.2% |
| 3M | +2.4% | +19.3% | -16.9% | -2.7% |
| 6M | +4.1% | +47.9% | -43.8% | -7.5% |
| YTD | -5.8% | +39.6% | -45.4% | -15.4% |
| 1Y | +0.9% | +22.2% | -21.3% | -5.7% |
| 3Y | +72.6% | +45.0% | +27.6% | +46.9% |
| All | +72.6% | +42.8% | +29.8% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling