+712.7%
TEL vs BP
+88.2%
+624.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | +4.5% | +3.8% | +0.7% | +2.8% |
| 30D | +2.9% | -5.3% | +8.2% | +4.9% |
| 3M | +1.1% | +9.3% | -8.1% | -3.7% |
| 6M | +5.0% | +7.2% | -2.2% | -0.4% |
| YTD | -3.9% | +38.0% | -41.9% | -20.2% |
| 1Y | -7.4% | +33.2% | -40.6% | -22.0% |
| 3Y | +81.0% | +50.3% | +30.7% | +41.0% |
| 5Y | +42.3% | +114.1% | -71.8% | -10.8% |
| 10Y | +284.8% | +140.7% | +144.1% | +107.4% |
| All | +712.7% | +88.2% | +624.6% | +274.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling