+66.7%
TEL vs BP
+37.6%
+29.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.4% |
| 7D | +1.2% | +4.0% | -2.8% | +0.7% |
| 30D | -4.1% | +7.8% | -11.9% | -5.1% |
| 3M | -2.6% | +8.4% | -10.9% | -3.9% |
| 6M | 0.0% | +15.1% | -15.0% | -4.1% |
| YTD | -9.1% | +36.4% | -45.5% | -17.4% |
| 1Y | -0.8% | +40.9% | -41.7% | -11.0% |
| All | +66.7% | +37.6% | +29.0% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling