+712.7%
TEL vs BN
+600.7%
+112.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | +0.3% |
| 7D | +4.5% | -1.0% | +5.5% | +5.2% |
| 30D | +2.9% | +14.0% | -11.1% | -4.8% |
| 3M | +1.1% | -9.0% | +10.1% | +6.5% |
| 6M | +5.0% | -8.8% | +13.8% | +10.1% |
| YTD | -3.9% | -10.3% | +6.4% | +1.1% |
| 1Y | -7.4% | -5.8% | -1.6% | -5.3% |
| 3Y | +81.0% | +94.8% | -13.8% | +17.5% |
| 5Y | +42.3% | +31.5% | +10.8% | +13.5% |
| 10Y | +284.8% | +291.9% | -7.1% | +54.0% |
| All | +712.7% | +600.7% | +112.0% | +75.8% |
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