+47.8%
TEL vs BIYA
-99.8%
+147.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.8% | +3.6% |
| 7D | +1.6% | -1.8% | +3.4% | +1.6% |
| 30D | -0.7% | -17.5% | +16.8% | -0.5% |
| 3M | +2.4% | -78.0% | +80.4% | +2.5% |
| 6M | +4.1% | -89.5% | +93.6% | +5.0% |
| YTD | -5.8% | -94.3% | +88.4% | -4.3% |
| 1Y | +0.9% | -98.6% | +99.5% | +6.5% |
| All | +47.8% | -99.8% | +147.5% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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