+295.2%
TEL vs BP
+137.6%
+157.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | -2.3% | +5.7% | -8.0% | -4.3% |
| 30D | -6.1% | +8.1% | -14.1% | -8.8% |
| 3M | +1.7% | +8.6% | -6.9% | -2.1% |
| 6M | +1.6% | +18.1% | -16.5% | -6.5% |
| YTD | -9.1% | +37.6% | -46.7% | -21.7% |
| 1Y | -1.7% | +39.4% | -41.1% | -16.0% |
| 3Y | +67.3% | +40.1% | +27.3% | +40.0% |
| 5Y | +52.1% | +141.3% | -89.2% | -3.4% |
| All | +295.2% | +137.6% | +157.6% | +146.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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