+668.9%
TEL vs BG
+138.8%
+530.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | 0.0% |
| 7D | +1.2% | +0.5% | +0.7% | +0.9% |
| 30D | -4.1% | +10.3% | -14.4% | -7.8% |
| 3M | -2.6% | -1.9% | -0.7% | -2.7% |
| 6M | 0.0% | +5.2% | -5.2% | -3.3% |
| YTD | -9.1% | +41.2% | -50.2% | -21.6% |
| 1Y | -0.8% | +50.5% | -51.4% | -17.3% |
| 3Y | +67.4% | +19.9% | +47.5% | +48.9% |
| 5Y | +51.8% | +86.7% | -35.0% | +9.2% |
| 10Y | +299.4% | +167.5% | +132.0% | +131.3% |
| All | +668.9% | +138.8% | +530.1% | +278.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling