-8.6%
TEL vs GD
+9.0%
-17.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.9% |
| 7D | -0.5% | +3.0% | -3.4% | -1.3% |
| 30D | +0.6% | +10.5% | -9.9% | -2.3% |
| 3M | +2.0% | -5.0% | +6.9% | +3.4% |
| 6M | +8.1% | +5.5% | +2.6% | +5.9% |
| YTD | -2.2% | +10.3% | -12.5% | -9.1% |
| 1Y | -8.6% | +8.2% | -16.7% | -13.2% |
| All | -8.6% | +9.0% | -17.6% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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