+61.9%
TEL vs BTDR
+19.6%
+42.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.7% | -0.1% | +3.4% |
| 7D | +1.6% | -3.4% | +5.0% | +1.8% |
| 30D | -0.7% | +32.6% | -33.3% | -2.4% |
| 3M | +2.4% | -32.2% | +34.7% | +3.8% |
| 6M | +4.1% | +52.4% | -48.2% | +0.6% |
| YTD | -5.8% | +6.7% | -12.5% | -7.7% |
| 1Y | +0.9% | -15.2% | +16.1% | -1.0% |
| 3Y | +72.6% | +14.9% | +57.7% | +60.5% |
| 5Y | +57.5% | +20.8% | +36.8% | +46.1% |
| All | +61.9% | +19.6% | +42.3% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling