+683.8%
TEL vs BN
+588.2%
+95.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +3.0% | -2.5% | +5.4% | +4.4% |
| 30D | -3.9% | -9.5% | +5.6% | +1.7% |
| 3M | -5.1% | -10.4% | +5.3% | +1.1% |
| 6M | +0.6% | -6.4% | +7.0% | +4.0% |
| YTD | -7.3% | -11.9% | +4.6% | -1.2% |
| 1Y | +1.1% | -8.6% | +9.8% | +5.3% |
| 3Y | +63.7% | +77.6% | -13.9% | +11.9% |
| 5Y | +50.7% | +37.0% | +13.6% | +17.3% |
| 10Y | +290.2% | +266.4% | +23.8% | +62.5% |
| All | +683.8% | +588.2% | +95.7% | +71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling