+1.1%
TEL vs BTDR
-4.8%
+5.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.7% |
| 7D | +3.0% | +20.0% | -17.0% | +1.1% |
| 30D | -3.9% | +11.9% | -15.9% | -5.4% |
| 3M | -5.1% | -36.9% | +31.8% | -1.6% |
| 6M | +0.6% | +56.5% | -55.9% | -6.2% |
| YTD | -7.3% | +10.4% | -17.7% | -11.3% |
| 1Y | +1.1% | +3.1% | -1.9% | -0.7% |
| All | +1.1% | -4.8% | +5.9% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling