+7.3%
TEL vs GLXY
-46.4%
+53.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +13.2% | -12.4% | -0.6% |
| 7D | -0.4% | +14.3% | -14.7% | -1.8% |
| 30D | +1.0% | -19.6% | +20.6% | +2.0% |
| 3M | +0.7% | -20.7% | +21.4% | +1.6% |
| 6M | +7.3% | -49.6% | +56.9% | +12.9% |
| All | +7.3% | -46.4% | +53.6% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 6mo: compounded portfolio wealth divided by compounded GLXY 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…
6mo analysis · Full analysis span regression · 6 months rolling