+309.3%
TEL vs BNY
+416.3%
-107.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.5% | +3.6% |
| 7D | +1.6% | -1.3% | +2.9% | +2.4% |
| 30D | -0.7% | -0.2% | -0.5% | -0.6% |
| 3M | +2.4% | +14.9% | -12.5% | -5.9% |
| 6M | +4.1% | +40.0% | -35.9% | -14.5% |
| YTD | -5.8% | +42.0% | -47.8% | -23.5% |
| 1Y | +0.9% | +56.9% | -56.0% | -22.7% |
| 3Y | +72.6% | +289.9% | -217.3% | -21.8% |
| 5Y | +57.5% | +259.2% | -201.6% | -26.8% |
| All | +309.3% | +416.3% | -107.0% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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