+677.7%
TEL vs GD
+587.1%
+90.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.8% |
| 7D | -2.8% | -5.0% | +2.1% | +0.7% |
| 30D | -4.1% | +8.9% | -13.0% | -9.9% |
| 3M | -3.4% | -8.0% | +4.7% | +2.0% |
| 6M | -3.5% | +2.9% | -6.4% | -6.4% |
| YTD | -8.0% | +7.1% | -15.1% | -14.3% |
| 1Y | -13.7% | +5.9% | -19.6% | -18.9% |
| 3Y | +71.9% | +53.9% | +18.1% | +21.3% |
| 5Y | +40.9% | +95.4% | -54.5% | -18.4% |
| 10Y | +293.3% | +193.5% | +99.9% | +60.1% |
| All | +677.7% | +587.1% | +90.6% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling