+668.9%
TEL vs BR
+1,184.6%
-515.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | 0.0% |
| 7D | +1.2% | -5.0% | +6.2% | +4.1% |
| 30D | -4.1% | -2.5% | -1.6% | -3.1% |
| 3M | -2.6% | +13.5% | -16.1% | -10.2% |
| 6M | 0.0% | -9.4% | +9.4% | +3.8% |
| YTD | -9.1% | -23.3% | +14.2% | +2.7% |
| 1Y | -0.8% | -31.6% | +30.8% | +19.3% |
| 3Y | +67.4% | -5.1% | +72.4% | +63.2% |
| 5Y | +51.8% | +8.2% | +43.6% | +34.9% |
| 10Y | +299.4% | +189.8% | +109.6% | +94.5% |
| All | +668.9% | +1,184.6% | -515.7% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling