+309.3%
TEL vs BR
+189.7%
+119.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.7% |
| 7D | +1.6% | -3.0% | +4.6% | +3.2% |
| 30D | -0.7% | -0.3% | -0.4% | -0.8% |
| 3M | +2.4% | +17.3% | -14.9% | -6.8% |
| 6M | +4.1% | -6.7% | +10.8% | +6.6% |
| YTD | -5.8% | -23.4% | +17.6% | +6.8% |
| 1Y | +0.9% | -32.7% | +33.5% | +23.1% |
| 3Y | +72.6% | -5.9% | +78.5% | +68.4% |
| 5Y | +57.5% | +8.4% | +49.1% | +37.8% |
| All | +309.3% | +189.7% | +119.7% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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