+309.3%
TEL vs BRO
+294.2%
+15.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | +1.6% | -7.3% | +8.9% | +5.1% |
| 30D | -0.7% | -6.9% | +6.2% | +2.4% |
| 3M | +2.4% | +10.7% | -8.2% | -3.6% |
| 6M | +4.1% | -2.7% | +6.8% | +3.7% |
| YTD | -5.8% | -16.3% | +10.5% | +0.3% |
| 1Y | +0.9% | -29.1% | +30.0% | +16.7% |
| 3Y | +72.6% | -7.8% | +80.4% | +63.2% |
| 5Y | +57.5% | +18.7% | +38.8% | +21.5% |
| All | +309.3% | +294.2% | +15.1% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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