+668.9%
TEL vs BBY
+231.4%
+437.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.3% |
| 7D | +1.2% | +1.2% | 0.0% | +0.8% |
| 30D | -4.1% | +6.8% | -10.9% | -6.5% |
| 3M | -2.6% | +18.7% | -21.3% | -8.6% |
| 6M | 0.0% | +37.3% | -37.3% | -11.4% |
| YTD | -9.1% | +35.3% | -44.4% | -19.6% |
| 1Y | -0.8% | +20.7% | -21.5% | -9.2% |
| 3Y | +67.4% | +39.4% | +27.9% | +40.8% |
| 5Y | +51.8% | -1.5% | +53.2% | +39.6% |
| 10Y | +299.4% | +239.8% | +59.6% | +128.6% |
| All | +668.9% | +231.4% | +437.5% | +237.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling