+295.2%
TEL vs EXEL
+386.3%
-91.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | -2.3% | -2.9% | +0.6% | -1.8% |
| 30D | -6.1% | +11.9% | -17.9% | -7.9% |
| 3M | +1.7% | +9.2% | -7.5% | 0.0% |
| 6M | +1.6% | +39.1% | -37.5% | -4.3% |
| YTD | -9.1% | +31.0% | -40.1% | -13.5% |
| 1Y | -1.7% | +52.3% | -54.0% | -9.0% |
| 3Y | +67.3% | +159.7% | -92.4% | +38.5% |
| 5Y | +52.1% | +187.7% | -135.6% | +21.9% |
| All | +295.2% | +386.3% | -91.1% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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