+1,019.5%
TEL vs GNRC
+2,020.8%
-1,001.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.7% |
| 7D | -2.3% | -0.7% | -1.5% | -2.1% |
| 30D | -6.1% | -15.8% | +9.8% | -1.5% |
| 3M | +1.7% | -24.0% | +25.7% | +8.9% |
| 6M | +1.6% | -13.8% | +15.4% | +4.2% |
| YTD | -9.1% | +33.2% | -42.3% | -18.3% |
| 1Y | -1.7% | -1.8% | +0.1% | -4.4% |
| 3Y | +67.3% | +57.7% | +9.6% | +37.1% |
| 5Y | +52.1% | -59.7% | +111.8% | +70.2% |
| 10Y | +299.3% | +430.7% | -131.4% | +106.1% |
| All | +1,019.5% | +2,020.8% | -1,001.3% | +288.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling