+72.6%
TEL vs GNRC
+61.6%
+11.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +2.8% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | -0.7% | -15.7% | +15.1% | +3.8% |
| 3M | +2.4% | -27.3% | +29.8% | +10.5% |
| 6M | +4.1% | -12.1% | +16.2% | +6.0% |
| YTD | -5.8% | +37.1% | -42.9% | -15.2% |
| 1Y | +0.9% | -0.5% | +1.3% | -2.0% |
| 3Y | +72.6% | +61.5% | +11.1% | +36.3% |
| All | +72.6% | +61.6% | +11.0% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 3y: compounded portfolio wealth divided by compounded GNRC 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…
3y analysis · Full analysis span regression · 6 months rolling