+683.8%
TEL vs HDB
+557.8%
+126.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | +3.0% | +0.4% | +2.5% | +2.7% |
| 30D | -3.9% | -2.8% | -1.1% | -2.9% |
| 3M | -5.1% | -3.5% | -1.6% | -4.3% |
| 6M | +0.6% | -24.7% | +25.3% | +12.0% |
| YTD | -7.3% | -36.6% | +29.3% | +10.5% |
| 1Y | +1.1% | -34.4% | +35.5% | +18.5% |
| 3Y | +63.7% | -24.4% | +88.1% | +76.2% |
| 5Y | +50.7% | -35.4% | +86.0% | +70.3% |
| 10Y | +290.2% | +39.5% | +250.6% | +201.3% |
| All | +683.8% | +557.8% | +126.0% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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