+309.3%
TEL vs BN
+265.2%
+44.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.1% | +3.3% |
| 7D | +1.6% | -5.2% | +6.8% | +4.7% |
| 30D | -0.7% | -14.5% | +13.8% | +8.5% |
| 3M | +2.4% | -15.0% | +17.4% | +12.2% |
| 6M | +4.1% | -5.4% | +9.5% | +7.1% |
| YTD | -5.8% | -16.4% | +10.6% | +3.3% |
| 1Y | +0.9% | -16.2% | +17.1% | +10.3% |
| 3Y | +72.6% | +67.5% | +5.1% | +22.4% |
| 5Y | +57.5% | +34.1% | +23.4% | +24.6% |
| All | +309.3% | +265.2% | +44.2% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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