+295.2%
TEL vs BWA
+153.1%
+142.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -6.1% | -5.5% | -0.6% | -3.7% |
| 3M | +1.7% | -7.6% | +9.3% | +5.0% |
| 6M | +1.6% | +25.0% | -23.4% | -10.1% |
| YTD | -9.1% | +47.0% | -56.0% | -27.5% |
| 1Y | -1.7% | +54.0% | -55.7% | -23.6% |
| 3Y | +67.3% | +70.7% | -3.4% | +19.2% |
| 5Y | +52.1% | +86.7% | -34.6% | +0.1% |
| All | +295.2% | +153.1% | +142.1% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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