+309.3%
TEL vs BG
+166.7%
+142.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +4.2% |
| 7D | +1.6% | +3.1% | -1.5% | +0.4% |
| 30D | -0.7% | +10.2% | -10.9% | -4.2% |
| 3M | +2.4% | -1.7% | +4.1% | +2.3% |
| 6M | +4.1% | +1.0% | +3.1% | +2.4% |
| YTD | -5.8% | +39.9% | -45.7% | -17.8% |
| 1Y | +0.9% | +53.2% | -52.3% | -15.5% |
| 3Y | +72.6% | +16.3% | +56.3% | +57.0% |
| 5Y | +57.5% | +83.9% | -26.3% | +13.9% |
| All | +309.3% | +166.7% | +142.7% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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